I think there's no clear and simple answer to this question. It depends very much on the location of the treatment plant. In developing countries, the best way is surely decentralised waste water treatment systems, which can be built only from local materials and with non-qualified workers. These systems are more "natural" in that way they don't depend on external energy nor dosage of chemicals, but they are more space consuming than artificial WWTPs. So in developed countries with expensive land it is always a balance between the area and energy consumption. So the so called natural systems are not so much natural anymore (e.g. aerated wetlands).

I agree with Vit Rous - construction is a site specific requirement hence the large number of construction estimator professional firms that exist today. The EPA has information you can reference (you most likely already knew this): see http://water.epa.gov/scitech/wastetech/mtb_index.cfm. Other relevant references you may have but nonetheless offer insight into specific components of the cost estimating process for specific project needs include;

1.       Incorporating maintainability in constructability review process; Dunston, PS (Dunston, PS); Williamson, CE (Williamson, CE); JOURNAL OF MANAGEMENT IN ENGINEERING; Volume:15 Issue:5 Pages:56-60; 1999

2.       Determination of capital costs for conventional sewerage systems (collection, transportation and treatment) in a developing country; von Sperling, M (von Sperling, Marcos); Salazar, BL (Salazar, Bruno Lopes). JOURNAL OF WATER SANITATION AND HYGIENE FOR DEVELOPMENT. Volume:3; Issue:3; Pages:365-374; 2013

3.      A comparative analysis of methods to represent uncertainty in estimating the cost of constructing wastewater treatment plants;Chen, HW (Chen, HW); Chang, NB (Chang, NB); JOURNAL OF ENVIRONMENTAL MANAGEMENT; Vol:65; Issue:4; Pages:383-409;AUG 2002

This Question is very general. in order to have a purification system initially you should know the characteristics of your waste and also to what extent you want to purify it. Also the amount of wastewater generated and the type of the pollutants play a significant rolw