Ok, as you've seen in my posts here I'm not a fan of Netburst, but some of these postings here are just revisionist history.
RDRAM was super expensive from the start (P3/i820 chipset). But by the time Northwood-A's were around, 256MB PC800 RDRAM was at price parity with DDR-266. Then mysteriously, there were RDRAM shortages and price increases once DDR was being pushed.
But lets not forget that the DRAM OEM's were conspiring against Rambus (I actually got a paycheck this year for $120 from that class action lawsuit). Basically, they were upcharging RDRAM and using those profits to pad DDR (which was selling at a loss early on).
P4 was designed to be fed by a high bandwidth memory solution. Initially, DDR-266 wasn't even that great on P4 boards. 850E with RDRAM@1066 had about a 5-10% performance lead over 845E with DDR@333. Unfortunately for Rambus, even if the stars aligned and DRAM OEM's didn't screw them over, the low clock scaling of Prescott would've made RDRAM@1333 and above useless anyways.
Pretty sure a $40 air cooler + ($133) PD-805 was a viable solution for lots of non-gamers if you were interested in a modest overclock. If you did content creation, it was actually quite the bargain, being more energy efficient (over time) than any single core solutions. Cheapest X2 was the X2-3800+ and it ran > $400 due to supply shortages/retailer gouging.