It is expensive. Neiman Marcus has it near me (Boston) - but in NYC I'm pretty sure Saks has it? Bigelow had a pretty good selection of it as well, but I haven't been in the store downtown in years - not since they were taken over by Bath and Bodyworks.
The "regular" and the "assoluta" varieties are similar to each other; the assoluta being amped up a bit in every aspect (as I remember; I don't wear it). "Intensa" is something else altogether. Prudence dictates sampling first, but I don't think anyone can go wrong with the "regular" Colonia.