go to the expense
To do something that requires a significant amount of money, especially something unnecessary or done reluctantly. If this is truly the wedding dress of your dreams, then you'll have to go to the expense, I guess.
go to the expense (of doing something)
to pay the (large) cost of doing something. I hate to have to go to the expense of painting the house. It needs to be done, so you'll have to go to the expense.