Yes, it's the Sculpteo production cost that prices 3D prints high. With your own printer, do you have an idea what the material cost is to produce your models?
It's funny, but I thought you were looking for info on 3D model armature support reduction. I've heard that animators are never happy with character armatures and prefer to rig their own characters 'correctly', so 'support reduction' in that case would be a character rigging that minimizes the whining that animators do. :-)
I can't advise on cutting material support for 3D printing. I take it that just doing model shells at the wall thickness recommended for the materials isn't working for you. Hopefully others will have some advise to share. What I'd try is contacting the owner of a model that is similar to yours and ask them how they do it. Ask the designer of 'A Little Sad Keanu Reeves' (neuralfirings on Shapeways) how he does it. He's a celebrity now, so he should be free with the advice.
Good luck and keep the skuls rolling! :)