I agree, Medela is very good. Most insurance plans will cover it, but it was my experience that to get coverage on the cost, you have to call your insurer before the baby's arrival. In my case I didn't need a doctor's prescription, I just got a special certificate from the insurer to be presented to my attending physician at the hospital, and got my pump during my stay after the baby was delivered. The procedure might differ from insurance plan to insurance plan, so if you do have an insurer that covers this, I'd just call now and see what's needed.
Another cost saving option is to rent from the hospital, or buy used on Ebay. I've seen Medelas and others go for very cheap. Just be sure to buy all of the accessories brand new for health/safety sake. You probably know this already, but you can buy replacement accessories for Medala pumps at Target and Babies r Us.