Couldn't agree more. This is obviously a shameless plug but we built a product (getcensus.com) specifically focused on this problem of getting data to/from Salesforce & data warehouses (not just Redshift).
Heroku Connect is pretty powerful but not only is it super expensive as you point out but also forces you into creating an extra layer in the stack by creating a Heroku Postgres DB. The secret advantage of Connect is that since it's owned by Salesforce it bypasses Salesforce API quotas but that's a whole other can of worms :-)
Heroku Connect is pretty powerful but not only is it super expensive as you point out but also forces you into creating an extra layer in the stack by creating a Heroku Postgres DB. The secret advantage of Connect is that since it's owned by Salesforce it bypasses Salesforce API quotas but that's a whole other can of worms :-)