I've just had 3 of 4 aircraft modified to comply (the 4th goes in at the end of October) - the cheapest involved just changing a KX155 for an outwardly identical FM-immune KX155 and that cost about £2500. That gives us FM-immunity compliance on VHF navigation (VOR and ILS localiser) and also FM-immunity on VHF communications - although that isn't essential on light ac just yet.
But that assumes that it's just a 'fit form function' swap over. The most expensive modification to my ac will involve removing 2 KX170s, replacing 2 nav displays, replacing 1 KX170 with an FM-immune KX155 and replacing the other with a non-FMI KX155 from another of my ac. That will cost about £7300.....
I am happy to have a single FMI NavCom as primary radio and VHF nav system and non-FMI systems as day VFR backups for the sort of flying we do (up to IMC Rating level plus flying in Class D airspace under IFR) plus a panel mounted Garmin GPS. If you are really keen, you could always go the 'double Garmin' route if you have the funds!
I wouldn't bother with filters - they aren't compatible with every system and the installation cost isn't that much less than a 'proper' NavCom exchange fit.
If you want a really good radio shop, I can't recommend RGV Aviation at Staverton too highly! An absolutely brilliant set up!