I was very close to going a few years back, down to the last detail but had to back out. Plane fair, festival tickets, train, and bed and breakfast were researched and it is very affordable as long as you give yourself plenty of time to plan wisely.
I can't speak about Wacken or BYH, but I flew over for the first ProgPower festival ever, in 1999, in Tilburg, The Netherlands.
My write-up with pics is at http://home.comcast.net/~pellaz/progpowr/index.html
That was the first time I ever used that camera, and it's still going today.
Great show, great friends, great bands, great bands who are also friends......what can I say? It was worth EVERY penny.