Mixed Family can be tricky!
You say you want to use the printer all the time, even when the printer is not on. I'm assuming you mean you want to print from a wirelessly connected mac (given the forum) even when the PC is not on. I don't know of any printer that will print when it is not first turned on.
I can't address your query for a cheaper/better solution than the Airport Express. BUT, I do have experience using AE in a mixed environment. I have a laser printer (formerly) connected directly to my PC, and I have a Powerbook, connected to wireless network via a Linksys wireless router. I purchased an AE, and had no trouble setting it up to feed my stereo from either computer via iTunes.
Printing was another story!! I plugged the printer into the USB port on the AE. After lots of fiddling and tweaking, I finally got it to print from the Powerbook but nothing I tried would get the PC to communicate with it. The recent issue of Macworld had an article about getting a PC to print via Airport. Well that wasn't very simple, but using a combination of 'tricks' discussed in the article finally rendered success! Now my laser printer is connected to the AE full time and when I hit 'print' on either the wireless Powerbook or the PC, the printer fires up and prints!! WAY too much enery required in getting this mixed family to play nice, but eventual success.
- Kui