Yeah, strings suck when they snap... I've only ever broken one string, and that was a .130 B-string on my bass. Even then it was because I was trying to tune it up, but the rest of the strings were slack, so there wasn't enough tension on the neck to pull it into the proper relief. My dad was confused, and so he was turning and turning until we heard this loud "bang". Good bye B-string... Guitarists have it easy. Electric strings are only like $3 a set, and bronze acoustic strings are only $5 or $6 a set. A four-string set for my fretless costs $16, and that's the cheapest set there is!
However, violinists have it worse. When their strings snap, they get whipped in the face (which has happened to my jazz band's violinist several times).