Gay and lesbian centers often have low-cost therapy.
As people have said, costs vary widely. Most of the out-of-pocket fees seem to range between around $100-150 a session, but I've seen higher and lower. My therapist charges $135 but takes on a few hardship cases through the LGBT center, and he is also charging me only $90 a session until my work situation has stabilized.
My last health insurance plan was not much help--if I had gone through insurance, the plan would have covered only $30 per session with a $30 copay; my therapist would have been out $30 (or $75 if he'd been charging the full fee), so he expected me to pick up the difference. The health plan was completely unreasonable. I hope you have a better health plan than I did.