I found it to be surprisingly affordable. If you just want to connect two computers with Thunderbolt three ports, you need:

A switch like this ($143.15): https://www.amazon.com/gp/product/B07LFKGP1L/

two of these adapters ($129.98 total): https://www.amazon.com/gp/product/B01KFBFL16/

and then two of these adapters ($298.00 total): https://www.amazon.com/gp/product/B07K7SMF89/

Works out to $571.13 total. It might not be worth it to just connect two machines, but in my case it was worth it because I was building a 10-machine cluster.