...and 7 years in engineering, plus some stock market wins is paying for mine.
Approx. costs as of now, assuming all training done in the UK:
PPL(H) - £15k
Hour building (generally 100 hours or so) - between £10k and £20k, depending how you do it
CPL(H) - £10k - £12k
IR(H) - £41k - £48k
This gives a minimum of £75k zero - IR, assuming you pay everything yourself. There are a few bursaries around, particularly if you're under 25, but they're few and far between, and the competition is fierce.
There are a number of ex-mil folk around, and this is a good way to short-circuit the training costs (assuming you don't mind being shot at for a living and can get in). You will probably have to do some conversion training to get the civil tickets (e.g. IR conversion), but the total costs to you are much much lower. How well military flying prepares you for a civil flying career is a topic of some debate.
If you're young, consider doing the '2 years overseas' thing - you still have to find the cash, but you tend to come out with more experience.
Good luck!