I got Pedro and Sanchez in packs (I've only bought about 10 packs) so the big expense on those two was negated. Most of the players on show in my team are available for less than 5000 coins each, Kaka was more, so was Ramos. 5k each sounds a lot but i would say i average 800 coins per game played, and regularly get over 1000 coins a game so it's not been too bad. I'm approaching 150 wins btw
My main expense is usually position and formation cards. Getting Kaka to CM from CAM cost me a small fortune, luckily the mug who sold me the Kaka card was selling him at the cheapest price on the market, with 72 games left on his contract.
What i tend to do is build a fairly strong team, ie players in the high 70's to low 80's which costs next to nothing, and then gradually add genuine improvements. My original frontline was Affelay Reyes and Soldado, with Soldado quickly being replaced by Benzema. I'm not sure Rossi is an improvement, but i do like him more than Benzema, Pedro and Sanchez are definite improvments.
My backline started out as Coentrao, Carvalho, Albiol, Perea, Arbeloa none of whom cost much but are all very good players, Perea adds pace to a very slow set of centre backs which is always handy, i replaced him with Pepe who isn't exactly a slowcoach, Puyol, Marcelo, and Ramos are obvious upgrades.
Sahin and Javi Martinez was my midfield, then it was Diego and Busquets, then Kaka and Busquets, now Kaka and Mascherano.
I like to gradually improve, it gives me something to work towards, and it ensures you really do spend the time looking for value when buying a player at auction.