Scanning tunneling microscopes are relatively easy, scanning electron microscopes (with an electron beam) are a lot harder (if you want any kind of serious magnification).
Getting some results appears to be doable but before you get the resolution and repeat accuracy of a commercial model I think you'll be spending the same amount of money. But you'll learn a ton :)
An STM uses a needle that is only a few atoms across to scan the object under inspection, an SEM uses an electron beam to do the same in a high vacuum chamber.
An STM you can build under $100, an SEM would at a minimum cost you several thousand (and much more if you can not do your own machining).
Maybe. A lot of lab supplies are much more expensive than do-it-yourself versions because:
* they aren't mass-produced,
* the people who are employed to make them are highly paid,
* the supply of grad student labor to substitute for them is limited,
* the required quality is high,
* and the costs of defective goods are high.
So high prices don't necessarily mean that Edmund Scientific is colluding with, I don't know, Siemens, to fix prices at above-market rates. It more likely means that it's damned hard to make a profit selling cheap electron microscopes.
In this case, I suspect that the answer is that it creates a market where none existed before, because the price scientists were willing to pay was lower than the price where anyone could make money selling TEMs or SEMs.
I haven't ever written a grant proposal, but I have the impression that if the committee thinks you'll be wasting the grant money, you're less likely to get the grant. I'd be interested to hear about your grantwriting experiences, especially if they're different.