Cajun foods call the bayous of Louisiana home. They are not to be confused with Creole foods whose origins are planted in New Orleans. Both Cajun and Creole dishes have become world famous. There isn't anything quite like them.
Cajuns use a lot of seafood, beans and roux in their dishes (I am sure I am forgetting something). The dishes are usually not as spicy (as in hot) as Creole food. There are some dishes that are shared as both Creole and Cajun even though the base of the dish leans more towards one of the cultures.
If one is in Louisiana then no, the dishes are not expensive. Historically, Cajuns were fishermen and not very wealthy on a whole. Their dishes were based on foods they could catch and grow to feed their large families. If one is outside of Louisiana, the ingredients may be difficult to find and pricy to purchase.