@Hunter87 Good question. How long is a piece of string? It all depends on the coin and what options you choose. As a minimum I would roughly say about £25 plus and go from there. It all depends on what the coin is and what options you choose (special label, conservation, scratch resistant slab etc). A basic 1 oz silver coin is going to cost far less than a 2 oz gold 3 Graces with conservation. It is a bit of a rabbit warren but once you get your head round it, it's not so bad.
I wanted to grade on my own to understand the process and stages that are involved from end to end. Its not something I will do every time and will still use 3rd parties.It's definitely cheaper going through a 3rd party if you only have one or two coins to grade. I've used Numi and Coins of the Realm and no complaints from either. Both keep you informed if you have any questions and very efficient.
Hope that helps a little, if you've got any more questions then fire away..