I've never used Amazon EC2, but with this kind of application, I might have to give it a try. Buying a $300 graphics card just to try some GPU programming is ridiculous.
AMD's APUs are quite cheap (~$100) CPU+GPU designs similar to those in the upcoming PS4 and XBox One (though the retail APUs are somewhat less powerful). They've been more-or-less designed specifically around the needs of a heterogenous OpenCL application.
Finally, the last several generations of NVidia cards all support both CUDA and OpenCL; the newer cards do support additional features though. You should be able to pick up a low-end, recent-edition Nvidia GPU for roughly $100.
The new g2.2xlarge instances are $0.650/hour, and the existing cg1.4xlarge are $2.100/hour; so it may make sense to experiment on AWS a bit, then buy your own card for long-term use if you decide to spend more time doing GPU programming.
Sadly, Intel's integrated-GPU OpenCL still doesn't support Linux, and only just started supporting OS X in 10.9 Mavericks[1]. Usually Intel's Linux GPU support is great; I don't know why this is different.
(Intel do have a Linux OpenCL implementation for Xeon CPU cores and Xeon Phi coprocessor[2], which doesn't help me much. On-CPU OpenCL is fine but hardly faster than regular CPU code, and Phi coprocessors aren't very common currently.)
The current and previous generation Intel CPUs (Haswell and Ivy Bridge, respectively) have on-die GPUs which support OpenCL: http://software.intel.com/en-us/articles/intel-sdk-for-openc...
AMD's APUs are quite cheap (~$100) CPU+GPU designs similar to those in the upcoming PS4 and XBox One (though the retail APUs are somewhat less powerful). They've been more-or-less designed specifically around the needs of a heterogenous OpenCL application.
Finally, the last several generations of NVidia cards all support both CUDA and OpenCL; the newer cards do support additional features though. You should be able to pick up a low-end, recent-edition Nvidia GPU for roughly $100.
The new g2.2xlarge instances are $0.650/hour, and the existing cg1.4xlarge are $2.100/hour; so it may make sense to experiment on AWS a bit, then buy your own card for long-term use if you decide to spend more time doing GPU programming.