Rather than getting so expensive to go straight to the computer, what you could do is get two CF cards and a card reader.

Since you're nearby your computer anyway (or would be if you had a straight-to-computer system), just hook up the card reader to your computer. When you've finished up one card, pop it out, stick it in the card reader, start the download, and insert the second card into your camera. (about a minute's worth of downtime, if that.) Then, by the time you're done shooting up your second card, the first will be finished. Eject that card and replace with the new card into the card reader, download. Insert the first card into your camera and format (erase) it, then keep shooting. Again, about a minute's downtime.

It's not quite as convenient as the thousand-dollar system, but considering how much you'd be saving, it's not too bad.