More expensive? You must be young at this game, most of us could get a frame in the morning and be riding it in the evening just from the parts laying around. Then we get into our heads that we want to make it original and that's when the insanity starts...
I'm sure there are a gazillion 'how to buy a steel frame' on the internet. In general, avoid French threads, those can be a real pain in the arse. If the frame is nakid inspect the threads. If it still has parts slapped into it, well an entire subgenre of vintage mechaniking (the obscure verb form of that word) is how to take things apart that don't want to come apart. Worth learning or else you may get frustrated enough that would look for the nearest lake to chuck the frame in.
Pro tip: buy the first frame you find. Not because you would want it but to trick fate; the perfect frame usually shows up right after you spend the money on another one.