Someone at my club has a HAR-TRU court (the green clay kind, for those that don't know) at his house in NJ. I don't know his initial cost but he said it cost more than his house when he had it put in! (and he has a pretty nice house.) Granted, the tennis court is spectacular, with nice brickwork around the one side, nice fencing, nice watering system, and the court installation probably required removal of trees and who knows what else. He's also had the court for years so house prices weren't as high as they are now. But again, I don't know what the initial cost was.
I've heard him mention that his annual maintenance cost is about $1,500 per year. He basically pays this to a guy who then takes care of laying down 75 (or so) bags of har-tru each year, rolling it out, putting up the net, nailing down the lines, and any other basic necessay items. If the lines require replacement, there is an additional cost, but not too significant I don't think. His court has a built-in aboveground watering system, of which I don't know the maintenance costs, if any. I've seen some courts that have below-ground watering systems, and I presume these are expensive. I was taking a lesson on a har-tru court in Florida a couple of months ago and the instructor mentioned that it was actually "watering" the court while we were playing! Pretty neat I thought.