My treadmill has no incline options, is it worth investing one with an incline instead?

is the difference really that great? and what are the differences? thankyou! :)

What would the price difference be?

I'd honestly say no. Just go run outside. You'll get plenty of incline there. If thats not an option try interval options on the treadmill (ie- continusously changing the pace of your run).

The biggest advantage of the incline is that you don't need to run.  Ramp it up to 10 and walk at 4mph will be a good workout for anyone.  This is great if your knees aren't up to running.