I'll start with a rundown of my basic equipment and approximate cost.
Hot Head torch $30
torch marver $22
MAPP gas (available from local do-it-yourself stores) $8.00 per canister
8" or10" tweezer with serrated tip $5
steel pick or rake $4.00
"mellon" tweezers  $8.00
rod nipper $18
marble mold, 6 holes $32
safety glasses, special ones for glass working  $35
annealing kiln with pyrometer $275 or more
glass rod assortment; price depends on how much you want!  I started with a packaged assortment for $50, but glass costs only abut $9.00 lb, so that's a lot of glass.
a home-made torch holder and a piece of a metal locker door for a table surface (such items made for glass working can be purchased).

Total cost:  about $475  That's about the cost of buying a double handfull of small art-glass marbles.
I actually spent $600 for my initial set-up because I bought a larger than minimum sized kiln.  It's a big investment, but it's been worth in to me!  The kiln is the big ticket item.  I don't think it's possible to do satisfactory work without one, though.  Even with it, I fractured a lot of marbles before I got the knack of popping them in at the right temperature.  I used a Fiber blanket at first (while waiting for my kiln to arrive), but it was not adequate even for small beads because the glass doesn't anneal in the blanket.  That means the glass is brittle and prone to breaking later.

FOR MORE INFORMATION AND SUPPLIERS, CHECK MY LINKS PAGE:  INTERESTING LINKS

If you are unsure about making the investment, go to the Library and get a copy of MAKING GLASS BEADS by Cindy Jenkins.  If you understand her instructions without ever having melted a piece of glass, and if you can pat your head and rub your stomach at the same time, I think you will have a great time making marbles.