Exactly. Home automation is a hobby which will cost you. Nobody really needs lights that can be remote controlled from 1000km away, but hey, that will not stop us 
(Of course there are more serious use cases).
There are cheaper technologies than Z-Wave but you need to think about the big picture. You will invest money, work and time into hardware that will be around you every day. The choice should be reliable, versatile and actively supported and extended - besides costing a few bucks less than some other. Your technology will also need to be connected to and controlled by your openHAB instance, for most technologies you’ll need a radio transceiver. I’ve had my fair share of iterations and settled with Homematic a few years back. Nowadays I’d probably go with Z-Wave but as I already have my Homematic base, I’m extending on that when needed. One exception is power switching, which I use Sonoff modules for.
My recommendation would be to choose one technology for a start, buy a few switches and sockets and have a test run. Get a feel for the technology and the possibilities and decide further from there. You do not need to replace your 15 light switches all at once, even though you should do that at some point.
Decide for a technology that will be able to cover all your needs (power measuring, shades motor, water detector, you name it) and make sure the technology has good reviews and good support by openHAB. You’ll find that there are dozens out there. Z-Wave is the safest choice for sure.
Regarding the Sonoff modules: they are an amazing choice to control power. Because they are working via Wifi+MQTT you do not need a special transceiver, therefore you can use them in parallel to the above mentioned base technology. Be aware that the Sonoff modules need to be reprogrammed with a custom firmware and connected via MQTT. There are no tripwires or limitations, you should just be aware, that they are not set up in 2 minutes.