Let's talk about TDD for example. Although it significantly decreases the cost of building reliable software for developers experienced with the technique, TDD requires a 3 month learning curve for a team new to it before they can start becoming more productive with it than without it from my experience. And, that's with the help of an experienced TDD coach. Now that may seem like a prohibitive cost when business development is in full swing demanding that developers deliver yesterday. That is why often the teams that hire Agile consulting folks are the ones who are already in dire trouble with their managers for being unable to deliver quality software on schedule. They are often stuck in bug fixing mode for both older and newer features, and thus are willing to pay the cost of learning better software development practices. They may resist suggested practices like TDD at first, but then when they see that software releases requiring weeks of bug fixing pretty much fail to wow customers or gain the trust of their stakeholders, that's when they realize that the cost of learning TDD may not be cheap, but is a hell of a lot cheaper than the cost of failure!
Usability testing is another example. I worked on a project several years ago where the stakeholders were exploring new user interface ideas mixing social networking with education. That seemed like the perfect situation to benefit from usability testing with paper prototypes. We tried the process for a feature or two and noticed that it was taking us about 3-4 hours per feature to come up with the paper prototypes and test them given our lack of experience with the technique. The cost of it seemed prohibitive for stakeholders, so management decided to drop the practice. Six months later, when the project was slated for release, stakeholders realized many inefficiencies in the user interface with beta-testing and wanted developers to rework certain areas completely. Unfortunately, that took a lot longer than revising user interfaces in paper prototype format (think 3-5 days vs 2-4 hours per feature) and investors had almost ran out of money by then, so they had to release the project the way it was. The released website did not end up as revolutionary as they originally intended it to be, and business had to accept the inefficient first-cut designs they had for most of the user interfaces.
Morale of the story? The next time, people try to pressure you into giving up certain practices just because of the cost associated with them, emphasize the importance of the benefits and tell them "It may not be cheap, but it's cheaper than the cost of failure!"