Depends on how you define "most expensive". In dollar terms I spent $1800 for a used Ruger Bisley in .500 Linebaugh. It did come with dies, brass, and what is apparently a lifetime supply of bullets at the rate I'm shooting it. Even accounting for inflation it's still my most expensive gun.

However if you go by effort, my most expensive gun is my first one, a Ruger 10/22. That was my wages for working for my brother one summer on the farm when I was about 15. Ten weeks of wages these days for a gun would be pretty damn pricey.