A lot of you likely have dice and miniatures abundant already, and on the DOWNLOADS page of this blog you can get some rules to play; then here you can get suitable dungeon tiles for under $5! Check out the Inked Adventures: Modular Dungeon Cut-Up Sections Basic Pack (see below for more options).
Don't forget you can download some dungeon doors for free as well:
If you don't have appropriate miniatures and you are looking for cheap fantasy figures be sure to check out Reaper Bones! All of these guys are under $3 each!!
There is so much great free (or inexpensive) stuff out there for dungeon crawlers it can make your head spin... here are some of my other favorites:
For slightly more expensive, but really nice (3D) tiles: http://www.worldworksgames.com/store/index.php?view=product&product=22
Some free tiles!:
http://greywolf.critter.net/ahq/tiles.htm (these are designed for Advanced Heroquest!)
...and this great French site: http://free-dungeon-tiles-to-print.blogspot.com/
And of course you could spend days searching through DriveThruRPG.
While I'm at it, here are some paper miniatures for Heroquest: http://boardgamegeek.com/file/download/8l0sz90eib/hq_paper_minis_col062812.pdf
In conclusion, if you are willing to do a little digging and a little printing/cutting you can play this great old gem for very cheap (or even free).