no, they aren't too expensive at all. You'll only need to replace it if the piston boot is leaking or the caliper pin is seized on it. Most of the time if the pins themselves are binding, a simple removing, cleaning thouroughly, installing new grease, is all that's needed. SOmetimes a contributing factor of binding is if water is gaining entry due to lack of grease or the rubber boots are dry rotted, torn, & worn. Replacing them as needed is also recommended.
BTW, EVERY time pads are replaced, remove the caliper pins, clean & grease them.