Yes, you will have to pay for his GCSE exams and the cost can vary from school to school. It is not the exams themselves which are expensive, but how much the school or college wants to charge on top. The total per exam can vary from about £25 to well over £100, so I would telephone your local schools and colleges to find out which one gives you the best deal. Also check which exam boards they use as they may not let you sit the exam unless you use the same one as they do for the same subjects that your son wants to do.
If (like me) you want to keep costs to a minimum then the following tips may be of use:
a) Spread out the GCSEs rather than do them all in one go. The exam boards offer winter as well as summer exams.
b) You don't need to spend a fortune on correspondence courses. Just buy books that are specifically written for GCSE subjects (try to get them second hand if you can). We only do one correspondence course and that is because for that particular subject, you cannot sit the exam as a private candidate.
c) Try to avoid coursework as it will cost you to have it monitored. At the moment OCR board are the best for offering coursework-free options in several subjects. However, this will become more difficult from 2011 as the QCA have brought in a "continuous assessment" element which promises, at the moment, to be an administrative nightmare for HE families. However, as your son is 15, it may not affect him.
d) For subjects where there is no coursework-free option, you could consider IGCSEs. Currently these are not available to state schools, but apart from (I think) IT, all subjects can be taken without coursework. They are equivalent to GCSEs and some independent schools are offering them as an alternative to GCSEs as they prepare students better for A level study. The two exam boards for IGCSEs are:
http://www.cie.org.uk/qualifications/academic/middlesec/igcse/subjects
and
http://www.edexcel-international.org/quals/igcse/
Just for your information, I know that you can do the following GCSEs through OCR without coursework - there may be others though:
English Literature
Maths
Latin
Classical Greek
Classical Civilisation
RE
The following have a compulsory coursework element, so IGCSE may be a better option:
English Language
Modern Languages
History
Geography
Sciences
To get round the IT problem, there are alternatives to GCSE. We are doing the ECDL which can be done in stages at a time to suit you. See:
http://www.bcs.org/server.php?show=nav.5829
Finally, if you cannot get some books 2nd hand, then try:
http://www.bryntegbooks.co.uk/
They sell new books, but at a minimum of 10% discount, plus free postage. Sometimes they can work out cheaper than 2nd hand from Amazon.
Best of luck to you and your son.