I have been ordered to do a deposition against myself from my wife's lawyer and I live out of state (divorce in Fl, live in NC), I have requested to do this telephonically as it is a hardship for me to do in person and her lawyer denied the request... are they required to pay for my expenses for this since they are requesting this and they already have all of my bank statements, work invoices that have been paid to my company , etc. I had a lawyer but it has become so costly that I am now stuck defending myself.
Any advise would be greatly appreciated.

Contact the court and ask the court. They should be able to do it telephonically or find a local lawyer to do it.

You are, of course, a named party to the divorce. Parties to cases probably don't have to be subpoenaed before they can be required to submit to depositions, however the following portions of Rule 1.410 still applies:

"Florida Rules of Civil Procedure
RULE 1.410 SUBPOENA
....
(e) Subpoena for Taking Depositions.
...
(2) A person may be required to attend an examination only in the county wherein the person resides or is employed or transacts business in person or at such other convenient place as may be fixed by an order of court.
..."

So if the attorney wants to take your deposition outside of the county in which you live, she or he needs to get a court order. Are you saying that the judge has ordered you to submit to the deposition? When the attorney moved for the order, you or your then-attorney should have opposed the motion, citing the above. Florida certainly is not a "convenient place", at least for you.