It all depends on what you want. :) There are nice Saddlebreds to fit almost any budget. If you are looking for the next Louisville Winner, you could be looking at spending over $20,000. But if you are looking for a beautiful anything horse, that may or may not be cut out for the show ring, you can find them anywhere from $800-$8000.
I am huge supporter of Saddlebred Rescue Inc., located in Blairstown, NJ. Their horses' fees are usually under $1000, and with them, you can find anything from unbroke broodmares, to (usually) lesson horses. They often come from the Amish, so many are broke to ride and drive, they are thoroughly evaluated, and represented honestly.
You can check out their horses here: Saddlebred Rescue Angel Network