I've been doing Systema on and off for about 5 or 6 years now and I absolutely love it, although I fucked around the first few years and have only really been starting to take it seriously (and consequently enjoy it more) the last few months or so. I have no frame of reference as I've never done any other martial arts (although a number of people I train with, who previously studied other styles have stopped them since starting Systema), but I think its really excellent both in terms of physical, psychological and physiological training/ preparation.
My instructor is ex-Russian special forces and, despite being a pretty hard dude, is a very knowledgeable, down to earth, fun/funny and friendly chap and I have an endless amount of respect for him. I can't say how it is in other countries, but the approach to Systema training where I live is very relaxed and friendly, and we always have a great time at class (although there are always moments/ sessions I really wish I was elsewhere as it can be pretty grueling).
Its expensive here too, but I feel its very worth it. Prices are going up at the end of the year too, which means I will have to cut back on other expenses as there's no way I'm not going to do Systema. I'm not going to classes this month as I'm saving for a trip abroad, and I already miss it after a week.
So, in a nutshell, I would say DO IT!! At least go to classes for a month and see how you feel after that. You'll either love it or hate it. Competition between students is completely discouraged, so if you go there with a macho attitude and something to prove, the instructor will probably make an example of you and you won't last. If, however, you go there with an open mind, willing to learn and nothing to prove, you'll go far.
Here's a link to my school if you want to check out about the background etc:
http://www.cqcia.com/
I'd also really like to share experiences with you and find out how you like it if you do decide to go.