As said before the cost of the hen house and/or run is the only expensive part, unless you make your own, which we did but you still have the cost of materials. The hen house OH built is now too small, we started with three hens, the house accommodated them well, but now we have such demand from friends and family for their delicious eggs we're increasing our layers so need more space. We've got a cheap childrens playhouse (£80) which will be converted to the new hen house without too much trouble. The run that comes with most houses are okay but personally I like to see the hens with more space. If you use the run you can always let them roam the garden for a couple of hours each day to make it more pleasant for them.
Bag of layers pellets costs around £6 and lasts approx 3-4 months (3 hens), and they eat all sorts of scraps from the kitchen. A bag of mixed corn (only given as a treat in the afternoons) lasts about 6 months. They do eat a little more during the winter as there's less greenery for them to eat, and during the winter months I asked at the farm shop for any scaps of greenery, they gladly gave me the outer leaves of cabbages that they would otherwise have thrown away.
I use straw for bedding, a bale of straw costs £2 and lasts about 2-3 months, depending how regularly I clean out the hen house. If your hens perch at night and you put newspaper under the perch to collect any mess, all you need to do each morning when letting them out is fold up the newspaper and chuck into compost bin, cleaning out the hen house for me is done every 2-4 weeks, just a matter of putting down fresh straw, a thorough clean is done every 6 months that involves scrubbing out and spraying with poultry shield (stops mites, lice etc.)
Hidden costs would be things like vet's bills if you're like me and take your hen to the vet when it's sick (new owner, worried when hen was looking sick after having her for a couple of weeks, cost I think was £12). I de-worm my hens every 6 months, but some people say there's no need. Lice powder, poultry shield etc but that lasts quite a long time. I can't think of any other costs, don't think there have been any.
Well worth keeping hens, I wouldn't be without them now. :D