There are several synonyms for the phrase "at great cost". One commonly used alternative is "at a high price". This emphasizes the financial burden of something. Another option is "at significant expense", which can refer to not just financial cost but also the effort or sacrifice involved. "At considerable cost" and "at substantial cost" are also viable options, which can convey a sense of how significant the expense was. Lastly, "at a heavy cost" emphasizes the weight of the burden, which can include emotional cost, physical toll, and other factors beyond just financial expense.