Same here, I was actually looking actively to buy one, and then I figured out that they cost 25k ++++, and that dream went flying out the window lol
Actually, cheap Friesians CAN be found, but it's not commonplace, and I don't want to get anyone's hopes up.
I bought my filly for $4,500; money from refund checks from my school loans! She was almost 2 years old, and she is registered with FHANA.
My Mom paid very little for her Friesian filly (at 10 months, who's also registered with FHANA). She actually paid more to ship the filly down from Canada than she did on the filly herself. It's not the most common occurrence, but it does happen.
What really matters is that you make a reasonable offer to the seller, haggle a bit, and convince the buyer that you are providing the horse with a good home. Don't expect the breeder to be terribly cooperative with someone who just wants "something with long, pretty hair." Although they all agree that Friesians are beautiful, many people like to know that their horses will be used, and that they won't just sit in a stall, acting as an ornament of social status. Responsible Friesian breeders want, more than anything, to know that their beloved horses are going to someone who will take good care of them. Heck, any responsible horse seller wants that! They aren't in it just for the money. But you must understand that approved stallion stud fees aren't cheap (they range from around $1,200-1,700, depending on the stud). Couple this with vet fees for the foal in and after utero, vet fees for the dam, feed, and etc., and you can quickly invest over $3,000-4,000 on a Friesian foal. It's the same for any high bred quarter horses, actually.
If you're really interested in getting a cheap(er) Friesian, I'd suggest buying a foal and raising it yourself. It is the cheapest option by far, unless you buy an older broodmare that's 20+ years old. I will caution anyone to do their homework though, before buying a Friesian. Being registered in the Dutch or German registry is very important. These registries were created with the sole purpose of preserving the characteristics and genetics of the breed. These horses must be judged for conformation and movement, and they will receive a score which may or may not allow them to breed. It's pretty unusual for a mare to be turned down for breeding, but not for a stallion. The stallion that your mare breeds to must be an approved stallion, and preferably matched up by a professional to your mare. Approved stallions are evaluated extensively for conformation, movement, temperament, genetics, and etc. All Friesians have an inbreeding coefficient, which means they're all basically related to one another in some way. Responsible breeders DO NOT just breed a mare to any Friesian stud! By acting responsibly, and by carefully selecting a stallion for your mare, you can reduce any birth deformities (such as dwarfish) and health issues (such as hydrocephalus, and megaesophagus) in foals.
Friesians that are not registered in the Dutch or German registries are considered "B-Book", and are worth considerably less (money wise), and most often have not been bred responsibly. Many people try to pass off B-Book horses as registered, but they are not. B-Book horses do have papers, just like registered Friesians, but they are a different color.
There are plenty of people out there that will buy a B-Book Friesian just because it's a cheaper Friesian. Conformation-wise, these horses usually aren't as good as registered horses, and, like I stated before, you might have more health issues in the horse or in future foals because of the lack of attention paid to the stud/mare. Banjo music may definitely start playing if you unknowingly breed a mare to a close cousin stud, and you'll be crying if the foal dies before or soon after birth.
So don't give up on the Friesian dream! I had no idea that I'd ever be able to afford one of these beauties! I just happened to be in the right place, at the right time! (And the owner liked me, lol!) If you're patient, and if you're looking in the right places, you might just find one sooner or later.