This was a very timely topic for me as I was had similar conversations regarding cost with my dr office today. My company as well has an exclusion, no plans to change according to HR and since I am lucky enough to have a great job that I have no plans of leaving I am in a self pay situation. I have to be honest, I also balked at the idea but after struggling my whole life with weight I am commited to making this change.
I am meeting with my dr tomorrow to determine next steps and surgery date. I am going back and forth between the Sleeve and Gastric Bypass. In terms of cost, like another post, it is important for me to go through a BLIS surgeon to get coverage should something go wrong, so my costs may be higher than others. For GBP it is $22K with BLIS and for Sleeve around $19K with BLIS. Please note I did have all of my prework (nutritional consult, Endoscopy, Pysch evaluation etc) in Nov/Dec and my insurance covered it. Not sure if this will be a factor in terms of addition cost to you.
Best of luck. Whatever you decide I hope the New Year brings good health.