Obviously, the easiest way to avoid the expense of a divorce is to stay married. If you have tried marriage counseling, try it again.
However, if counseling to save the marriage has been exhausted, and the decision has been made to divorce, especially if children involved, this is not the time to leave therapy. You should ask if your counselor would assist in a "divorce work out". If not, you should ask for a counselor who handles these type of divorce situations. Such a counselor can function as a confidential de facto mediator. As a general rule, in Georgia for example, anything that is said in counseling, provided the counselor is treating both of you as "patients" is privileged. So, you do need to consult your attorney re the confidence of statements made in counseling as applicable in your jurisdiction.
If custody is a point of serious dispute (if you have young children for example and can't agree on fair parenting time), it may be helpful to use the services of a reputable child psychologist to first evaluate the entire family and then make a recommendation within the privacy of a professional relationship. Again, as a general rule, in Georgia for example, voluntary evaluations in which the entire family is the "patient", that are not court ordered, will have the protection of confidence and privilege.
Notwithstanding, during this stressful time, it is critical to have someone to talk to just yourself - a therapist, psychologist or medical Dr. looking out just you. The emotional toll of ending a marriage can be sever. In a divorce, there are significant changes: time with children, households, finances, and financial burdens. It is a lot to deal with even if you can avoid a legal fight.
A trained professional can help you manage the anger, stress, and anxiety surrounding the divorce. (A failure to manage emotion can dramatically increase legal costs.) You should also be mindful of family and friends who may have excessive personal animosity toward your spouse. They should be excluded from influence over important decisions. And, when it comes to making legal decisions, rely solely on your attorney.
Additionally, you should engage a good CPA at the outset of marital problems. The common financial enemy of both spouses is the IRS. A good accountant should be in the loop, counseling on proper tax strategies for divorcing spouses. See general tax considerations for a Georgia divorce. As general IRS rules are applicable taxpayers in all states, this may help with some general knowledge. However, this information is not intended to give specific tax advise or counsel. This should only come from a qualified attorney or CPA.