Having done this on a '95 325is I can speak from some experience.
There can be some good reasons to do this swap - cost really isn't going to be one of them. For me, I couldn't find another e36 in the same condition as mine for less than the cost of the parts for the swap.
Parts can be had very affordably for this swap, and it is something that is well within the capacity of the weekend garage DIY. Mine was completed on jack stands with some help from friends; and wasn't all that complicated.
The pre '95 cars are very easy to convert.
Check out this link, I documented all steps of my conversion and included a parts list...
E36 Transmission Conversion
In my situation, this swap was perfect. The cost of the parts didn't come close to equaling the cost of buying another e36 in similar condition, with similar maintenance history....
Good luck!