Cost varies widely. Most basic research fees are pretty reasonable (actually on the low side) but it's all the add-in such as travel, copies (certified if required), court (etc.) fees... The secret is to have high-profile ancestors who never moved more than a mile of so from their parents
It also depends on your quest: whether you need only one issue cleared up or whether you want a multi-generational finished piece. If you are out to join one of the heritage societies, there are all sorts of hoops to jump through that can add to the final cost figure.
Another variant is the time period that you want covered. If you are looking to prove descent from one of the Salem "witches," you're in luck because the records are pretty good (even the records back into the 1600's) but if the quest goes back into the Dark Ages the costs can be astronomical.
Once I did hire a genealogist to check a specific point in Denmark; I figured that this would be far less expensive than flying to Copenhagen to do the research my self. This was a clear money decision--I am happier doing my own research.
If you haven't the time or training to undertake the task yourself, I'd try to find a genealogist whose own genealogical interests parallel your own because s/he knows the "territory" well and may even have pertinent materials at hand. Most professional genealogists have specific areas of expertise. Discuss costs up front and set a cap; this certainly won't offend a professional genealogist.
Even less expensive is to take a course in genealogical research and do the work yourself! Serious genealogy has some very technical aspects and so it's no place for Enthusiastic Amateurs however it's not so difficult that--if you know what you are doing--you are bound to fail. Just remember to document everything. It's far more rewarding than writing a check.