FIrst you will want a collet chuck. So get that first.
I made my first kitless wil the large Harbor freight set which after coupon cost $28. At this point the only size I use for pens from that set is M10 x 1, but having them all on hand will be useful for other things in the long run, and I got the accessory tools too, like the hand held tap & die holders and thread gages.
You will also want a die holder for the tailstock or drill chuck. A local discount tool store had it for about $10. SO, basically I got to start playing for under $40 and aI learned how to make my first kitless pen. Most of what I use now aren't in that set, but they have come in handy for non-pen related things
Other than those mentioned in other posts - M10 x 1 for the coupler(from the set I bought), M8 x .75 tap & die ($10 ish) for a rollerball nose cone.
For FPs you need the custom taps - maybe $25 or $30 ish each. The only one I know of that is available is the M6.4 x .5 at IAPD.
Really is just the triple start that is the one expensive option, but it works very well. The other items are not singly expensive (except collet chuck if you dont have one), but can still add up to the $50 - $100 range depending on how you go.