I've played them once. I don't think there is any increase in upfront costs for border expansion that I remember. Even if there was, i'd still take it because of the immediate availability of resources that you might have waiting dozens of turns to get access to. I've also noticed that the auto expansion did a good job of picking good tiles to snag so I rarely, ever, had to buy a tile or anything of that sort to keep luxuries or resources at the ready.