Can we get a trademark without a legal entity?

You do not have to be an official company/incorporated to secure TM rights - what you need is to be using the mark as a trademark/service mark in commerce. Consult a TM professional for costs because it depends upon how you are using your mark - for what products, services, how many different classes you intend to apply for, so costs will vary.

You can always apply for the mark - whether it is a Section 1(b) intent-to-use application or Section 1(a) in-use application - as an individual and assign the application or registration once you incorporate.

Trademark application filing fees generally start at $225/mark/class of goods. Prior to any filing or your use of a mark in connection with your goods, however, you should have a thorough trademark performed to ensure to are no conflicts. Costs associated with such a search, and with prosecuting the application, can vary depending on the mark in question.

A smooth trademark application process - strong mark, no conflicts, no opposition, etc - may require in the neighborhood of $600, excluding filing fees.

It is very advisable to review your branding strategy with a trademark attorney before purchasing domains, marketing materials, and filing state or federal trademark applications.

As noted in the other answers, it is possible to apply to register a mark as an individual or several individuals based upon intent-to-use and subsequently assigning the application/registration but that process is fraught with complications. It is better to establish who will own the mark, i.e. the corporate entity, and then apply in the name of that entity either once the mark is in use or based upon intent-to-use. One danger with immediately applying to register the mark prior to using it and subsequently transferring it is the possibility of improperly transferring a mark that is not yet in use and having that transfer construed as "trafficking in marks" which could void any rights in that mark. Another danger of applying before the owning entity is established is if one partner or founder of your company decides to claim complete ownership of the mark and there is no corporate structure or agreement between all of you as to how the company assets are to be apportioned between yourselves...that could lead to an ugly dispute.

As Mr. Weinrieb noted, using the mark in U.S. Commerce secures trademark rights in the U.S. but such rights are only as good as they are available which leads to Mr. Urbanczyk's answer which recommends conducting a trademark search to ensure that the mark is available for use and registration.
As for costs, the filing of an application in the USPTO starts at $225 per International Class of goods/services listed in the application plus any legal fees if retaining a lawyer (which is strongly recommended). There are too many variables and not enough information about your situation to quote a specific cost.