I looked into this when I was doing my hour building and hitting the ATPL's. For me the killer was the inability to sell my share and the risk of something major going wrong whilst I was still a shareholder. I probably spent about 6 months on and off do research and guess what? Yep the same shares were still going which made it plainly obvious to me that there was not a liquid market for your share.
A PFA aircraft can be relatively inexpensive though and might warrant some research. I think you can get a single seater for under 5k. There are also cheap single seat microlights around as well. The cessna/warrior's of this world are seriously overpriced for the old pieces of !!!!!e that they are. Check out the private flying forum. Loads of info there on this type of thing. Do a google advanced search and you will get loads of hits.