Hearthpwn

Yu-Gi-Oh! is easily the most expensive to win because you have to have a meta deck to come close to competing.  In their prime, most decks cost upwards of $300-500, not including the Extra deck which usually runs between $50-200 depending on how good you want to make it.  Right now, the most expensive meta card is Pot of Desires which runs $85 a pop and just about every deck can and should run 3x of it.

On top of that, Konami can ban cards whenever they want to which will cost players and stores that buy and sell singles sometimes thousands because they have copies of the card that then become worthless.

MTG has the same system, but there are budget decks that are playable without any meta cards that can still get wins, which doesn't happen in Yugioh due to powercreep, and cards and decks sometimes stay relevant in Modern and Vintage for years (see Tarmogoyf and Affinity).  They also have a long restricted list of cards that they will never print again in order to keep their value for collectors, which no other card game has officially.