Lancer Evolutions aren't incredibly expensive. I've found some going for $15-20,000 on Craigslist. The problem is that a lot of people just buy one, drive them hard for 15,000 miles then sell them, because they're just such a pain in the ass to maintain. As an investment, Lancer Evos aren't the greatest choice.
As for the R34, they're incredibly expensive to import and even then they won't pass smog testing.