That's always a tough situation to be in. I had almost the same situation when Gunther was young. I had NO idea what I was getting into (money wise) with training a horse. I did all of his ground work but couldn't afford the $650 a month for boarding plus training. I thought about selling him, giving him away, and so many other options. I literally would be so sad thinking about the things I didn't have for him and hated even go to feed in the morning.
THANK GOD, I didn't give up hope. My junior year of highschool, when he turned 4, I got the best Christmas present ever! My parents + grandparents paid for his first month of training. Okay-yeah that was great because atleast he got training but they mainly worked on things he already knew but atleast they could ride him around.
Then I went through another rut where once that 45 days of training was up I couldn't afford another, so he came home and it was during winter, I had no where to ride, nor did I have the skills to ride a green horse. Then the most amazing things happened, almost like fate (I believe everything happens for a reason), I applied for a stable job, thinking it would be a good job while I was out of college for summer and things. The stable job turned into me meeting a really great trainer, which turned into me bringing Gunther there, which turned into getting him trained and boarded. -- The downfall is I only get paid $300 at the end of the month. But if I think about what I have and still am getting out of it, it makes me happy.
Now because of me holding in there I have a six year old amazing horse, training skills that I need, and a good head on my horses and mines shoulders. If you asked me two years ago if I would ever be doing what I am with my horse today I would tell you to screw off. I'm in love. Seriously.
It's funny that you say western is expensive in your area because it's the polar opposite where I live. I feel as if people look at western riders as being "less than". In my stable there are only two western saddles in the tack room, one being mine, and one collecting about two inches of dust. Everyone else rides Dressage, Hunters, or English.
So long story short, stick with it! I'm so happy I did.