Dinidu reminds me of this one time at band camp, ok no, over vodka, we invented (I'm pretty sure it was just me, and not "we") the phrase there's no such thing called a free fuck. Although, at the time we kind of meant it differently, suggesting that no sex really comes without emotional baggage, direct payment or other consequences, the quote is pretty much a derivative of the infamous saying often attributed to the economist Milton Friedman who liked to remind people that there's no such thing called a free lunch.
Now what this really mean is not that you won't ever get to have no-strings-attached sex. (or lunch for that matter) it just means to get something you like, you have to give up something else you also kinda like. That is, the "cost" of something is whatever you have to give up to get it. So even if your friend sponsors you a hooker, who comes to your house to have sex with you, and you don't really have a girlfriend to feel guilty about, there will always be costs, like the time wasted having sex, while you could have watched good TV. Sometimes (probably most), the costs are well worth the benefits.
Economics of Sex is a fascinating subject, something I wish I could write more on.