As you noticed, the Jungfrau area and especially the Jungfraujoch are very expensive. It doesn't help that they reorganised their website in such a manner that there are no price lists I can find there. Here is a pricelist from another website in German.
The map on the second page gives you an overview over which ticket you need if you go for a ski pass. For your case to see Grindelwald, you'd have to go for the 'Sportpass Grindelwald-Wengen' (CHF 63 for 1 day, CHF 170 for 3 days). As you can also see from that map, this only covers the train up to 'Eigergletscher' if you want to go all the way up to the Jungfraujoch, then you'd have to buy a connecting ticket. If you don't actually want to ski, you could also go for the hiking or sledging passes which are available from 2 days onwards (CHF 108)
To go up to the Jungfraujoch, if you take a skiing or hiking pass of 3 days or more, there's a special offer for a cheaper connecting ticket at CHF 49. If not the regular connecting ticket is CHF 61. If you just want to go up to the Jungfraujoch from Wengen, then the price is CHF 176. It won't pass by Grindelwald though, so that be another ticket you have to buy. A return ticket to Grindelwald will cost you CHF 31 if going by Zweilütschinen or CHF 110 when going via Kleine Scheidegg (scenic route). The second option would be a bit stupid though, as this would also be included in the cheaper ski pass.
So if you want to go skiing as well, you are probably best off buying a 3-day pass with a connecting ticket which won't cost much more than a single ticket up to the Jungfraujoch.
As far as I know there's no real way to get around this, unless you have a Swiss half-fare card or something like that.
Note: All prices are valid for the 2016/17 winter season. The special offer for the connecting ticket is only valid until January 2017.