Doctors are used to being told that prescriptions costs are a factor all the time. Seriously. I have a family member that is a doctor and have talked specifically about this with them (because this very issue is a problem for me too). You should not be embarrassed to mention this at all. They won't bat an eyelash and will just pause a moment as they think for a second to an older generation drug that will probably work. They have lots and lots of options available to prescribe and will work with you to prescribe the most cost effective ones that will help your situation.