It is a common misconception that the Church of England budget comes from the government. In fact, most of their money comes from individual donations or bequests, or from investments (including rent on land they own). The same is true for other UK churches which are not "established".
Churches and their ministers / employees may enjoy favourable tax status - often, they are organized under charity law. They may collect Gift Aid, a scheme where you give money to the charity, and the charity is able to reclaim a proportion of that from the tax you pay. In addition, churches may receive specific government funding for the upkeep of historic buildings, for running schools, and so on. But almost all of this is not specific to their status as churches.