Which products should have FCC certification and about how much does that cost?
As a rough estimate, the cost is $10k-20k, plus your labor cost.

In the US, all products containing electronics that oscillate above 9 kHz must be certified. The law that governs this is FCC Part 15. The lawyers call this "Title 47 CFR Part 15," meaning that it is the 15th subsection of the 47th section of the Code of Federal Regulations. In Europe, there is a similar regulation called CISPR 22. The requirements are almost the same, but slightly stricter about emissions at certain frequencies.

You can read 47 CFR 15 online. It's not as incomprehensible as you might expect. It seems overwhelming, but if you read the first few PDF's, you'll realize that most of it irrelevant for any single product.

Within 47 CFR 15, there are two classes of testing: Class A and Class B. Class A is an easier test to pass, intended for devices that are used in industrial settings. Class B is stricter, intended for devices that are targeted at consumers.

There is additional testing for "intentional radiators," meaning radios, Wi-fi, Bluetooth and such. There may be an exception if your device is intended for use as a component in a larger system (like a microprocessor or memory card in a PC), but I'm not sure of the legal details there.

The major expense is renting the test chamber. This is what's called an "anechoic chamber," instrumented with a pile of sensors for detecting electromagnetic radiation. To my knowledge, these cost around $1000/hour, and each testing session takes 2 or 3 hours. It's unlikely, but not impossible, that you will pass on the first try.

Here's a decent picture of a test chamber. The one I've been in was actually much larger, like a squash court. I think it was an Intertek facility in Menlo Park, CA.

Unless you're experienced with emissions testing, it is worth hiring an expert, which costs around $500/hour. They can tell you things like, "Put a ferrite bead on that power cable, and that will reduce the emissions at this frequency." The folks I've worked with arrive with a bunch of ferrite beads and inductors (and maybe caps?) of various sizes that you can use in the chamber to hack your device into compliance. 

(Perhaps it goes without saying, but I'm an engineer, not a lawyer. I have taken a few products through Part 15, but not in the last couple of years.)

If you're thinking about doing this, start by reading EMC for Product Designers by Tim Williams. I'd avoid the books by Mark I. Montrose; I found them less helpful and more expensive.