Writing an XNA game doesn't have to cost anything. To get started with our Fleabite game, we did the following:

1. Downloaded and installed Visual C# 2008 Express - FREE! (not necessary if you already have a version of Visual Studio 2008)
2. Visited the XNA Creator's Club Online, signed up for a Creator Profile Account and downloaded and installed XNA Game Studio 3 - FREE!
3. Signed up for DreamBuildPlay 2009. This allows you to test your XNA game on your 360 without having to sign up for Premium XNA membership - FREE!
4. Downloaded the Farseer Physics Engine - FREE!
5. Checked out some of the great XNA tutorials available online - use a search engine to find more - FREE!
6. Started coding our game