Warhammer's expensive. So is lego, to be honest. Prettymuch any given hobby is expensive... the real difference is if it's expensive immeadiately but you stop buying things eventually... or if it's expensive in the long. Warhammer could be the first, lego the latter. If you only have $10 bucks a month in free income, time to make more money or do something else. I rarely buy minis stuff myself (say once a month or so).
At any rate, I enjoy Dawn of War and the tabletop about the same, and I have to say giving Dawn of War to the masses really brought a ton of new blood into the game. Mark of Chaos... less so, and even though it's a good game, it really lacks the "pop" of DoW. I'm biased against the huge spurge of Whatever-Clix (Mage Knight Dungeons ftw tho), but I don't see how it can hurt their franchise.
Welllp, there's my semi-indignant semi-defensive post.
EDIT: Aha, to the original topic! I've used entirely lego armies for a small skirmish once. It works fine as consistency in models is more important than the distances between them.