Specifically referring to Honor Guards, and cards like The Wall that use the phrase "put into play from your hand." Do you still pay the gold cost when you follow the text, or is it waived?

You are not "playing" a card when you do this. You are triggering an effect that allows you to "put a card into play." These are completely separate mechanics. When you "play" a card, you pay its cost. When you "put a card into play," you pay the cost of the effect that allows you to do so. There is nothing in the rules for "put into play" effects that imposes any additional cost beyond the one necessary to trigger the "put into play" effect.

Thanks! Guess we were doing it wrong.