My strategy was taking the CF Level 1 course, and building my own home gym. Olympic Lifting Platform, Squat Rack, Mens/Womens Olympic Bars, Bumper Plates, KB's, DB's, Pull-up bar made from pipe, bench, Safety Squat Bar, Landmine, Prowler, etc (a few things were on Craigslist).
In the 6 years I've had that setup, I'm sure that it's more than paid for itself... and that sort of equipment will last a lifetime.