I did reasearch during my MS as well. Tuition + Healthcare + Stipend. Still lost out on 1.5 years of $100k+ a year to slowly lose money (whatever the stipend didn't cover in my living expenses) and get a MS, but I'm happy in the end.
I haven't looked into the details for a very long time. But whether there's research/thesis at least used to be a big variant among MS/ME programs and there wasn't an obvious pattern based on the "prestige" of the school. One will be one year of mostly classroom learning. Another will be a couple years about half of which is primarily focused on research and writing a thesis.
