I shoot it all the time, both E6 and Kodachrome. Walmart will process and mount a 36 exposure roll of either E6 or Kodachrome (yes, Kodachrome) for $4.75 plus tax. I also use mailers like Fuji, purchased on eBay for about $4 each. Film can be had on eBay at very modest prices. If you go to the big camera stores, you can expect to get ripped off, especially with processing, and particularly with Kodachrome.
Also, some other chains like Rite Aid and Ritz Photo (here in California) have reasonable slide processing prices (like about $7-8 a roll) - this is sometimes more convenient since Walmarts are fewer here than in other parts of the USA since local politicians have decided getting such good deals from Walmart is harmful to us.
I scan my slides with a Minolta diMage scanner and incredible color images are the result !