We just paid $2400 to put a 48x48 inch skylight in, including drywall. We did not have the budget to reframe the roof (I presume that would have more than doubled the cost) so we left the ceiling joists where they were and built the skylight around them and painted them white. It gives a cool industrial feel in our old house.
We considered solar tubes -which I theoretically really like. But as others have noted, they are essentially like bright lights in your ceiling, but are not the equivalent of windows - in that they don't give you an outside feel. I think they are great options for bathrooms without windows, where you are just looking to add natural light. But they were what we wanted in our upstairs windowless den - that really needed the feeling of outside.