One of the greatest advantages of studying in the EU when you have to pay for your own studies is that courses are much less expensive, but if you're applying to funded PhDs (which I assume you are) then that becomes less important. The application costs were by far the largest surprise. On top of the application fees, which most places told me I couldn't even waive, since that was only for US students, the GRE + TOEFL were at best a cash cow for ETS at worst plain extortion. (25 USD to send a couple of strings of data to some server!)
Yes, it is intense, and to think some people do 10+, so I'm probably even on the lower end. To distract me, I actually am sitting 4 exams on the 6th (!). I've been studying since early December, and three of them I'm confident about, the last one has been a tougher nut to crack. For a while I had the excuse of having to get the applications ready, now unfortunately I don't, so I guess I'll really have to get that studying done! What about yourself?