Plain vanilla DVI (DVI-D) just requires a simple $5-$30 adapter on Macs. You're talking about dual link DVI (DVI-DL).
Apple's mini DisplayPort is really a Dual-mode DisplayPort
(DP++), which allows backwards compatability with DVI/HDMI. Basically, the port is able to use the same pins it uses to send DisplayPort to instead send DVI/HDMI, which then just requires a passive adapter to rearrange the pins in the correct order. Apple's Thunderbolt port maintains that backwards compatibility. However, due to the limitations of using a DisplayPort socket to do this, it is limited to single link DVI-D, which maxes out at a resolution of 1920x1200 @ 60hz.
To use higher resolutions, you need an active converter that takes the actual DisplayPort signal and converts it into DVI/HDMI. That is why it costs ~$100 (whether from Apple or someone else) and why it requires power; it is actual processing the signal and translating it into the other protocol, not simply switching wires around. You would also need it for simple single link DVI is your DisplayPort where not a DP++ port.
Hope that makes things clearer.