A possible solution

Idea: use off the shelf hardware and software components to build a Personal Supercomputer. There are numerous success stories of such clusters:

• Loky and Avalon at Los Alamos National Laboratory (used for gravitational simulations).
• Hess (oil company) build a cluster with 130.000$ as powerful as the IBM SP2 they were leasing with 2 million $ for 3 years.
• IBM with 17 dual processor Netfinity machines (160.000$ worth of hardware) got the same performance on povray as a 5 million $ Cray machine.
• Hundreds of 5-20 node clusters with prices around tens of thousands of dollars, powerful enough to do interesting things on them.

This solution has a very good price/performance ratio, small maintenance cost (if a node dies, you just replace it), required software for makeing it a supercomputer is free (Linux, PVM, MPI, etc.) or low cost (Windows NT, commercial compilers, commercial MPI implementations).