Also, also, be cognizant of the fact that just becuase you have a high cost in an execution plan, doesn't mean that the process itself is very high cost. Execution plan costs are just estimates and do not represent measures that you can use to determine performance.
"The credit belongs to the man who is actually in the arena, whose face is marred by dust and sweat and blood"
- Theodore Roosevelt
Author of:
SQL Server Execution Plans
SQL Server Query Performance Tuning