I'm relitively new to the game, but it seems to me that the 2 gold penalty is sufficient deterant to keep you from ever wanting to put in people from other houses if it can be avoided. The question is, is there not a rule restricting having things from other houses in your deck just so people can have their favorite character from the series if he is in a different house?
Do you put in things from other houses? Why? Is it because you don't have enough cards of your own or because they are so good that the penalty is worth it?
Or in a high income lannister deck would their cost be overweighed, making them closer to equivilent to the regular cards? Can cards from other houses be a stratagy?
It's up to you - that's the beauty of card games I think. Currently I don't see many out of House cards in decks, because as you noticed the cost is too high. It needs to be a clever deck build to include such cards e.g. last champion included Red Warlock in Winter Greyjoy deck.