I got mine on ebay new in box for $1520 or so including shipping.
If you don't mind a Japanese version, I think you can get those for like $1300 from an import website that I don't remember at the moment. The menus are in english and I think the only difference is instead of two component video inputs, one of the component inputs is a D4 connector that is kinda like HDMI physically but is basically a 720p component analog signal.
The screen I have is a DaLite DaMatte perm wall screen 52" x 92" (106" diag 16:9) with 1.0 gain. Price for screen and frame was about $520 shipped, also on ebay from a seller that drop shipped direct from DaLite.
As far as screens, going lower gain helps with contrast at the expense of dimmer highlights. But on the Sanyo Z3 or Panasonic 700, and most DLP projectors, it's not really necessary since these projectors have great contrast as is and you need a dark room anyway. (This goes for any projector, as even with a $30,000 projector your black is only as dark as the screen when the projector is off) Going too high gain over 1.0 (called positive gain) could wash out your blacks and show hot spots in the center of the screen depending on installation. I chose to keep it simple and stick with 1.0 unity gain to see only what the projector produces (no negative or positive gain). You want to pick a screen that disappears when the projector comes on.
For screen size, the smaller the screen the better the contrast and brighter the image. If the primary focus was gaming and real time graphics, which are naturally bright with powerful color, you can get away with larger screen sizes since the absolute peak contrast doesn't make a difference here like it does in video. The resolution of the projector and the seating distance is also a factor in screen size when it comes to how much visible pixelation you are willing to accept.
The total cost for my setup:
Sanyo Z3 projector: $1520
Dalite 106" screen: $520
25' component cable: $50
HDMI+Component+S-video wall plate: $80
projector mount: $100
Spending 2 hours in an attic drilling through a double top plate and fire blocking further than the drill can reach without a 36" extension, and finding out later that it was a record 111 F day: $priceless
Total: $2,270
The wall plate was from dvigear.com. A rip off really, but nobody else has them that I have found and I didn't want to deal with custom making one. Also the cable cost is variable depending on the quality of cable and what types of cables you need. I will add s video and HDMI shortly as I finish. I need svideo for SNES, Dreamcast, etc. and I wont bother with HDMI until PS3/XBox360 come out. Upconversion between formats is possible, but the equipment is costly and you get better image quality just running the signal over it's native connection over a $15 cable.