They cost about a month's pocket money at the time. You also had to load them from tape before you could work, which made them mostly an impediment (unless you could afford better hardware). You were mostly better off remembering as many opcodes as you could and looking up the rest as you needed them (or at least that's how it seemed to me).
I always found that far too painful, and almost impossible to spot bugs. And maybe I was just lucky that I was working part-time by then, but a fiver or so for an assembler app didn't seem a huge expense even then.
I would agree that getting microdrives did make a huge difference, but even when I was still on tape it was a hell of a lot easier for me to do that than keying in hex values.
I'm sure some people tried to get along with raw machine code, but I doubt that many did.