No, he is not as expensive as you would think. Although, having been there, you do get what you pay for.

(I have paid a lot more for bad help!)
Be careful with books and tapes. They are not a suitable substitute for good, correct, knowledgeable hands on help when dealing with SW, piaffe, bowing, etc as so much can easily, and does, go wrong and become long standing issues if not immediately addressed.(Again, learn from my mistakes and others I have seen) Good help/educated eyes can stop minor issues in the beginning from becoming big problems. Since all horses are different they can come up with their own ideas and evasions that the book or video doesn't tell you how to correct.
Having taught more then a few horses to piaffe, I find that in the beginning it is more of a mental thing for the horses then physical. It takes a long time to develop a classically correct, text book piaffe and you don't want to try for the whole "shebang" all at once in the beginning. At first they just need to get the idea of it (moving a leg up and putting it down in place) and you can add the etc later. Small amounts of pressure followed by lots of reward for little efforts. Let it take as long as it needs to. I have had some learn in a week and some that are still working on perfecting it years later. If all is correct, training a young horse to piaffe is not a no, no. Like I said it can, and does, take years to perfect and you don't want to have your 11 year old I-1 horse just starting piaffe because you are doing the movements in order of what is required at the levels. On a side note, I know a purebred Belgian and a 3/4 Shire that can piaffe, better then most GP horses I know, so don't let him being a draft horse have you thinking it is a handicap!
A proper spanish walk is a lot harder then most would think. You MUST maintain a proper balanced, clear 4 beat walk while doing so. It is very easy for the horses front legs to take bigger steps then the hind legs can keep up with. Balance and rhythm are much more important in the beginning then the height/extension of the front legs. After you have taught him to pick each leg up and you want to start it in the walk it helps to teach one leg first then the other. Remember, when he strikes innocently at you, that you asked for it! Also, horses are geographically trained so always try to do whatever you are trying to teach him at the same place every time. Soon they will offer it up because this is where they are always asked to do it. Once they are confirmed you can move other places. Cute story, I was long lining my horse the other day and he spanish walked all the way along the mirrors simply because two years ago that is where I trained him to do it!
Most importantly have fun! My horse competes at the FEI level, almost always scoring well into the 60%'s, and does all the tricks! (Mostly because he and I enjoy doing it.) He does a freestyle performance with another high school horse and also works with the Garrocha pole. I really try to have fun and compete at the same time and have never found that him knowing tricks to be a problem, or rear it's ugly head, in the show ring.
Good luck teaching him!
oh, just wanted to add......passage is very difficult for the heavier built horses. It is a lot or weight for them to balance and push up off the ground and a movement I find much more difficult for these breeds then piaffe.