Cost: As others have mentioned, the cumulative costs of technical diving are very high - that includes training, equipment
and the regular cost of technical diving. Luckily, progression in technical diving isn't something that should be rushed through. The costs can be spread over a long time by progressively balancing training in line with your developing experience. You won't really understand the 'demands' of technical diving until you begin the process - for now, just try and accept it is completely unlike anything you've experienced as a recreational diver. Stepping up from rec to tec is going from being a big fish in a very small pond to being a very small fish in a very big pond. If you relish a challenge, then that should appeal to you. Nearly all of my technical diving students say something along the lines of "it was the most extreme/intensive/challenging' training they've ever done.
Agency: Personally, I find the choice of agency largely irrelevant. Many (most?) experienced technical divers tend to agree. The syllabus, skills, drills, protocols and procedures do not vary much between agencies. All agencies are equally recognized. Most agencies have cross-overs and equivalent levels. On occasions, agencies may differ on ' training philosophy' - but that is largely inconsequential unless you also have a firm personal philosophy on technical diving (not many novice-intermediate technical divers are gonna have that...).
Instructor: Your choice of instructor is everything. It is a far more relevant decision factor than choice of agency. The best advice is not to compromise on your instructor selection. Get the best, most reputed, instructor that you can arrange access to. If this means travel and extra cost, then accept that as a valid investment. There
are bum tech instructors. Do a lot of research on the individual; ask around the tech community and investigate online. Reputation counts for a lot in a small, highly motivated and perfection-focused community. Good reputation is hard-earned and well deserved. Bad reputation also follows the individual around. Also make sure that the instructor is actively involved with the type of diving you want to do. An excellent caver might be an inexperienced wrecker, an expert tech instructor might have low familiarity with sidemount etc etc. UNDER NO CIRCUMSTANCE sign up for a tech course with a shop if you don't know WHO will be teaching the course.
Further info:
How To Select A Technical Diving Instructor