Actually, now that you mention it, a mega game is my most expensive NEW game I've ever bought:
Avalanche Press's "Alamein"
$200
(though I paid less, as I'm a Gold Member, and I got it with my discount and on sale!)
One of history's turning points. The battles for Egypt waged between June and November 1942 saw the Axis ejected from Africa and placed on a steady path of retreat. Using the same game system as Island of Death, this is a gigantic game with four full-sized maps (22x34 inches each) and 2,100 playing pieces. Produced in limited quantities.
Good stuff!