Burning Man can be done on the cheap (somewhat) if you're able to camp in a tent, or sleep in your car, or share a shelter with friends. Also, ticket discounts are available ahead of time for low income people, and grants are available ahead of time for artists who create projects.
Here's a good writeup of some of the artists' projects this year: http://www.huffingtonpost.com/2014/07/30/burning-man-2014-ar...