Buying a bigger car has proved to be well worth the expense.
We've just had a new garage built at great expense.
It's silly to go to the expense of buying new clothes when you don't really need them.
You have to pay/cover your own medical expenses.
We couldn't afford the expense of a new car [at] that time. (First Certificate in English; B2; Greek)
He spent a lot of time at work, at the expense of his marriage.
Unfortunately one is usually done at the expense of the other. (Certificate in Advanced English; C1; Polish)
Stop making jokes at my expense.
But despite his intellectual superiority, Piggy was subject to derision because of his physical outward appearance and the group of boys played jokes at his expense. (Certificate of Proficiency in English; C2; German)