If Katherine is thinking exposed aggregate (rocks partially sticking out of the cement) then I can answer some of her questions:
* Yes. It IS very expensive. * No. I would not recommend doing it yourself. * You would have to bust up existing cement first. * Its tricky to hose off just enough of the top layer of cement at the critical time to expose the right amount of rock. * When done, it may not look exactly like what you hope and plan for.
If Katherine is thinking a rock border, then: * It is inexpensive. * You could do it yourself. * I would say go for it.