When we first started showing our horses in the States, our dollar was only worth about 64 or 65 cents, which meant adding another 35% on to all our costs!! There were a few shows, mostly in New York, that gave us a break and we were able to pay "at par". That was awesome! At the moment, our dollar actually is almost at par which will make it easier for anyone north of the border to show across the line, but show fees are still very expensive.
I guess the thing with showing is that we all love to do it so much. Obviously, or we wouldn't be crazy enough to keep doing it. The thing to consider, though, is why else do we do it? Are we promoting our breeding program or the breed in a serious way, or are we "just" having fun? If we only go to one or two shows a year, especially at $500 - $600 per show, what can we hope to accomplish? Will enough people actually see our horses and maybe want to come and buy some? Are we going to earn enough points for any titiles and thus "bragging rights"? Are there perhaps other, more feasible ways of enjoying our horses and "getting them out there"? Open show, as Marty pointed out, can be a great alternative, or maybe 4H, or maybe pleasure driving, or any number of other activities.
As for your own situation, I take it that Jessie is your niece and her dad is your brother. Would he be willing to share any of the costs with you?