Party wall agreement is about a grand per neighbour if they want their own surveyor, less if they just agree to use yours. This is where people like me, who live in flats in converted terraces, are really unlucky. My loft conversion has needed three party wall agreements, though thankfully no one has dissented.
If the house is listed or in a conservation area, you'll need planning permission even if you're just removing a chimney breast as it's structural work. Couple of hundred quid although the stuctural engineer's calculations and drawings will be several hundred quid on top. Can't tell you how much for sure, as my architect included these calculations as part of my loft conversion application.
You'll also need to pay a fee to building control - which could be another grand or so.
Removing a chimney, putting in a steel, re-plastering and re-painting is a big job if the house is old. I've been told to allow £2k for labour and materials (excluding the steel).
So it's really not worth doing unless you're doing major work on the rest of the house, or if your house's layout just doesn't work without removal.
If you can afford it, it is well worth doing. My sister took out all the chimneys except the two in her bedroom and sitting room and the difference is quite amazing, even though the actual floor space gained is not much at all.