Most people have weak core muscles due to chairs with backs, so if you're going to try out this kind of chair, don't be surprised if you can't do it for more than an hour a day at first. Also, it may not be a good idea if you're tall, since the ball can only inflate so much. If the angle between your upper legs and your body isn't greater than 90 degrees it probably won't work for you.
I still have a normal chair. If you're working crazy hours, you need to give your supporting muscles a break sometimes.
Oh, and it's really cheap: mine was about $60 if I convert from my local currency.
EDIT: here's an example, but don't buy it online if you haven't tried it: http://www.opentip.com/Sporting-Goods/Dynaflex-Fit-Chair-p-1...