Hi Mate
I use a cheap Willem Eprom programmer I bought off ebay. some people say that Willem's are cheap and nasty but they do the trick (except for some of the early bally sound roms).
I ordered mine from some place in Hong Kong (there are a few suppliers), it took a few weeks to get here but it was worth the wait for the cheaper price.
The blank eproms aren't worth to much either, some times I am lucky to get NOS eproms but for some eproms it's nearly imposable to find NOS.
You will also need to buy your self a UV eraser, Again I bought mine from Hong Kong and paid around $15 for it.
