For what it's worth, I'm surprised there haven't been more threads about this. Trump was threatening an independent run from the day he announced until the day he became the nominee and he suggested it earlier in 2011 too:
http://thehill.com/blogs/blog-briefing-room/news/155415-trump-probably-run-as-independent-if-i-cant-win-gop-nodAs to the cost of a potential campaign, Perot didn't spend that much on his own campaign, he mostly received free media.
https://www.thedailybeast.com/how-donald-trump-could-fall-into-the-ross-perot-trapPerot only spent 50 million on the campaign, inflation adjusted that's 110 million, Trump said he was willing to spend 100 million on the campaign, and he ended up spending 70 million anyway.
Why would you want to do it? Well, consider the context. He had damaged his brand in the eyes of the media and the left, running an independent campaign smearing the republican candidate would've largely rehabilitated his image with that crowd especially considering Trump's own personal history with the Clintons. That's the only way the 'brand building' theory of Trump's run would have worked out for him.
