Over here they're really cheap, especially when compared to the PS3 ($1000 for the complete system, two controllers 'n' stuff), the Wii was $200 so they're not as pricey as you might think, they also come with "Wii Sports" which is really fun.
Setting up is a breeze, all you do is get one of those red/yellow/white cords and plug it into the back of the Wii and the TV, then plug the Wii into a power outlet, then plug the sensor bar into the back of the Wii and place it where convenient (you have to tell the Wii if the sensor bar is above or below the television in the menu)...
The whole thing about the Wii is that it's easy to use, pick-up-and-play sort of thing that, you'll get the hang of playing with it really soon, just remember to keep your wrist strap on AT ALL TIMES, otherwise you may smash the TV or a window... it's happened
The extras depend on the games, an extra controller would set you back about $40 ($65 Austrlian over here, so I can't really say about you guys), a nun-chuk attachment would be about $15? You get a Wiimote and a nun-chuk with the game, if you're looking at buying some games check in the top-right hand of the box, it'll tell you how many players can play and any required attachments.
If you're using an HD TV you may have to get some of those cords, I don't use it
There are many extras, like, lots of them so just suss them all out, most of them are thneeds though
Hope I helped you out
