I've wondered, too, if there isn't some way to just look at the signal from one of these cameras without using a DVR's converting capability. For system setup, we have a 7" monitor that does the conversion, but it's more than $300.
There is no cheap solution. The first result I get when searching "AHD to composite video conversion costs $129, and that would be per channel:
[Link: cctvcamerapros.com].
I haven't used this, and I see prices from $50 to $280 for single channel converters. It ain't cheap to do this!