Then again, i will not deny that there's also the possibility that i am simply cheap! :-)
Instead, you're looking for hosting a PDS which you absolutely can do for $10/mo (or less)
I run a PDS on a OVH Cloud VPS for $5/mo for myself, some alts, and some bots
$30/mo is $360/yr, which for most people is a prohibitively large sum of money. That would make Bluesky access more expensive than even the most expensive Netflix subscription; closer to the cost of a cellular plan.
For comparison: for my Mastodon account I pay $5/mo or $60/yr to a dedicated hosting provider. This puts it in the same ballpark as paying for a private email host or a VPN subscription.
It doesn't meaningfully make you "more independent" because all Relays are trivial (they're just dumb re-broadcasters of a stream) and it makes sense to use one run by somebody else — a company or a community that's pooling resources.
Say if Bluesky (the company) bans someone, that person could still have the keys to their data, but their feeds will no longer be "re-broadcast" by that company's servers - right?
If an app is concerned that a relay is censoring some user that they care about, the easiest solution is just to host their own relay. It's probably cheaper to operate than their app is. But if they really wanted to, they could listen to multiple relays to "cover the gap" or just manually listen to the event stream from specific users' PDSs directly whenever they notice censorship (effectively operating a partial relay in addition to listening to a full but censored one). But, again, in reality they'd just host their own relay and not bother complicating things.
The hardest problem of relays censoring content is to notice it happening, but once you notice you can easily verify it and switch to a different relay.
It's less like a cellular plan and more like building your own private cell tower just because you can.
I'd be happy to be wrong here though.
If you want to avoid the entire bandwidth of the firehose, you need something like jetstream (at least until something like sharded relays come around).
However the relay gossip protocol is not as taxing as it used to be. Relay Sync 1.1 massively decreased overhead and it allows relays to run "thin", i.e. running with only a certain backlog of history and not carrying the full history of the network. So you can make a relay that only keeps 24 hours of history and it'll perpetually stay under like 100gb of storage (I don't remember the exact storage amount but storage size is pretty linear with backlog history).