Could well be the fan switch. I wouldn't have thought they'd be hugely expensive. Under a tenner would be my guess but who knows what the main dealer markup is?
The way to check is to give it a good run at "main road" speeds and let the temperature stabilise, then pull over and pop the bonnet. It should take a minute or two for the temperature to get high enough to start the fan, maybe more. You should also see the gauge move up significantly from the normal running temperature.
As a guide to what to expect (mine's a V6 so will be different) mine runs at 85-90 when on the move and the fan starts at probably 95, so there is a distinct increase before the fan runs. The gauges aren't wonderfully accurate so it's the relative temperature that's important, and that the fan isn't running at normal cruising temperatures.
Kevin