Yes, it would most likely be extremely expensive, even if you did it yourself. It would be at the very bare minimum, on a car with manual as an option that you're converting to manual from an auto, $3000. You've got to pull the current motor and tranny, install the new tranny on the engine designed for it, reinstall the engine and tranny, and replace the gear shifter inside the car. That's the easiest case. On cars without manual as an option, you'll have to do extensive modification to the car, and replace the engine as well as the transmission.

For a start the transmission itself would cost a lot. It also depends on the car: 1. If the car comes in a manual version and uses the same body: all you would need to do is get the clutch pedal and mechanism, get the shift lever and shifting linkages, get the mounts for the manual transmission and get the manual driveshaft (auto and manual gearboxes are often different lengths, with different length driveshafts for each) Expensive, but not prohibitively so. Getting it complianced and registered could be pricey too. 2. If the car comes in a manual version but the manual version is different: could get expensive. We're starting to get into the realm of physically modifying the car to fit the transmission and all the changes. Could be reasonably easy, could be next to impossible. Possibly very expensive and very difficult to do. 3. If the car never came in a manual version: Near-on impossible to do without huge modifications to the car. You'd need to create a place for the clutch pedal to go, put in shift linkages and a gearstick, mount the gearbox to the engine, mount it to the body of the car, modify the driveshaft/s to fit... etc. Would be extremely expensive and very difficult to do. Depending on the car it could wind up being impossible. If the model of car has never been complianced with a manual gearbox, good luck getting approval to register it.