Out of my class of almost 30 students, I think I am the only one working occasionally (on holidays). There really is no possible way to work. You should expect to be in the operating room and studying anywhere from 75 to 90 hours per week. This leaves no time for a job. I've been in the CRNA program for almost 5 months now and I've only worked 4 times in 5 months. And I will tell you, the money isn't really worth the stress of going back to work and stressing yourself over having to be there. And all programs have a different cost, but $48,000 is probably about average. Most just take out federal graduate student loans or private loans to pay for tuition and cost of living (since you can't work).
And to answer your question as to why the ICU is ideal to work before CRNA school.........You will care for very critical patients in the ICU. Patients that are on multiple vasoactive drips (and you must know dosages, concentrations and how to mix your own drips), patients with multiple co-morbidities and patients on different life support devices. Taking care of patients on ventilators is a very important part of anesthesia (managing airway). You learn how to be vigilent when watching their monitors and watching their hemodynamics and vitals change (and not just BP and HR.....CVP, PAP, PCWP, etc), treating abnormal labs and understanding why you are doing the things you are doing. You have to know what to do when things change (and change fast). You learn to be a little more calm and collected when crap hits the fan. Working in the ICU will give you the basic pathophysiology of the advanced physiology that you will learn in CRNA school. There are many other reasons why the ICU is required to get into CRNA school, but this post would go on for a while.