It's not that microsofts training is expensive - its that the companies / schools providing the training gouge you.
Microsoft provides a TON of free resources and learning programs to allow people to learn for free or at least get a general understanding of the technology. Can you pass one of their exams with the free material they provide? Absolutely, you just have to know where to look. I've met a few people in the industry that don't purchase any books or go to any training classes and pass the exams (without cheating).
Microsoft and VMware (not sure about Cisco) provide all of their exam blueprints online, available to the public, free of charge. A simple google search on those topics covered in blueprint will net you dozens or even hundreds of quality articles (some dozens of pages long) on the blueprint topic you searched. Microsofts technet covers just about every single exam topic they would ever test you on.
Personally i purchase a book so that i have quick reference material and it gives me the studying flexibility to read / study away from my computer. With that said though in order to pass my MCSA i went through and bookmarked every quality technet article i found on the exam topics i was studying. I have a favorites folder on my Chrome bar full of about 35 articles for my 70-646 exam alone.