I agree with Rae on this one. One gauge at a time, especially with something like nipples, where mistakes and problems can cost the piercing completely.
As for price, it sort of depends on your piercer. If you're looking to save a buck, I'd look into buying your own jewelry online (making sure it can be autoclaved) and then seeing if your piercer will taper it through for you. That way, you pay less for the jewelry and only pay the piercer for his/her labor. My piercer does my tapering fairly cheaply (if she's not busy, she sometimes will even do it for free, but I have a really good relationship with her) if I bring in the jewelry and she only has to taper it.
Plus, if you buy the jewelry yourself, you can always see if the next higher size will fit without tapering before you go in to the piercer... Then you can let your nipple get used to the ten gauge while you look for jewelry in the next higher gauge.