Hi Rifter-
Unfortunately, there's no really simple answer to that.
It's not like you have to move up through a progression of production, (also called factory, or as you put it, "name brand") pieces before you get into the world of customs. Some production knives cost more than some customs! There are many, many makers out there- so the prices and type of knives varies greatly.
It all depends on what you're after. It's often recommended that you try to figure out what you need or would like, and start asking specific questions. See if what you're looking for, or close to it, is being offered now, and if not, find a maker who will make it for you. You have a bunch of different options.
Go have a look at the following links, and hopefully you'll begin to get a better feel for what's out there, and how much it's going to cost you.
www.knifeart.com
www.bladeart.com
www.arizonacustomknives.com
www.phoenixblades.com
www.nordicknives.com
www.truenorthknives.com
...and there's more than those, of course.
As far as sheaths go, there are people here who can make you a very high quality one, and also some companies that specialize in sheaths as well. Again, it's a bit hard to say exactly what anything might cost.
Firebat
Learn to use the forum's "Search" button, that feature is an incredible resource.