As I understand it, you have to go through a broker. The cheapest option I've come across is a Davy Execution-Only PRSA account - there's a 0.75% annual management charge on your account balance which covers dealing charges for Irish and UK listed financial instruments. After that you'll have the cost of whatever ongoing charges the ETF themselves charge, generally in the 0.1-0.4% range but the most recent annual cost will be included on the key information document of whatever you're buying. Also no harm to bear in mind the cost of foreign exchange costs when investing in non-euro instruments.
I'm new enough to this myself so I'm open to correction. I've setup one of these accounts this week and plan to buy the iShares S&P 500 Euro Hedged Accumulating ETF listed on the LSE, with 0.2% ongoing annual charges. So total cost should be ~0.95% of my annual investment balance.