If you're looking for an MSDN subscription, xtras.net usually has good prices going. If you've owned any other developer tools, you might be able to get an inexpensive upgrade.
Also, you don't need VS2005 to program with .NET. You can download the .NET 1.0, 1.1, or 2.0 SDK for free--and then get a copy of "#develop" for free which you can use to create .NET software. It's available at: http://www.icsharpcode.net/OpenSource/SD/