While your first statement is true, in this specific case, you actually need a "big science lab": * lasers used to heat up the sample (at least a few 10k$), *

While your first statement is true, in this specific case, you actually need a "big science lab": * lasers used to heat up the sample (at least a few 10k$), * the actual X-ray source (i.e. a synchrotron, which costs hundreds of millions to build and millions annually to run, albeit for thousands of experiments a year), * surrounding instruments (such as X-ray detector for diffraction and spectrometer+camera for temperature measurements) * people who actually makes things work This kind of experiment is far from being cheap technically speaking. However, access to beamtime at such state-run X-ray facilities (CERN job's is not to produce X-rays) is often free of charge, at least for academia (or as long as you publish your results). You "only" have to apply for beamtime.