I think it is totally reasonable to let the office or doctor know that you are worried about how much it costs. Ask if there are ways to find out what insurance typically pays, if the office will write off a certain amount if the insurance doesn't pay, if there are certains tests he thinks you can reasonably skip or postpone to save money, etc.

Many offices are very open working with you financially, but usually you have to ask. Most doctors are trained to do what they think is the best medically and are actually not aware of costs unless specifically asked. At least that has been my experience.