For most places in Uganda you can decide to live cheap or expensive, it's only the quality of the goods and services that will vary.
In Kampala, there are suburbs that are considered upper class and so the cost of things like rent, food, saloon, etc will be more expensive than others.
Your question is about which places are more expensive. From my experience Entebbe, Gulu and Fort Portal tend to be more expensive places to live. Entebbe is generally a civil service and tourist place, Gulu has had a large number of expatriates and Ugandan professionals working with the large number of NGO's based there, and Fort Portal is popular with foreign tourists.
