50% of the time it seems, the piston is destroyed in the process, and so is the rod. The pin is not pressed into the rod, rather the rod is heated, and the pin slides in wihtout force, and then once they equalize, they are 'bonded', and only a press can get them out. But without lubrication or anything, pressing them out usually winds up galling things, and the force required usually can damage the piston since that force is pushing against the side of the piston as well...
As for cost, shouldn't be more than $10-15 per rod/piston, depending on the mood of the machine shop, and whether or not they are already doing something with the press that day. Could be less... i've seen it as low as $5 per piece.