I'm considering buying in-utero myself :) The parents are proven, sire has several foals on the ground that I have been able to touch and play with, and the mare has had two fillies by him previously. I would NEVER buy in-utero from unproven parents, or parents whom I cannot see previous offspring of at least one. You should also be able to look over both the mare and the stud, if the stud is 'too wild' to be touched or approached by strangers, I wouldn't go for it.
Obviously stallions are risky, but he shouldn't act like a douche when you approach or give him a pat on the nose. The stud my two Foxtrotters are out of is verrryyy personable. I was snuggling his head today, if I didn't know any better, I'd think he was a gelding. He's an old fart now at 19, but he's had the gelding attitude since he was a youngin'.
In-utero is risky, and it can really be cheaper to purchase an on-the-ground foal. But, it's great if your buying a foal from a stud whom you don't have a quality-enough mare to breed too. Or if he's very restricted with outside breedings, etc.
The one I'm possibly interested in purchasing is $1500. I need to inquire further on what heights their previous offspring has reached first, but the mare has to be checked to see if she's actually preggo first and what not so I'm in no rush. There's a 98% for solid, true black. And a 95% chance for a filly, according to science. It'll be registrable and what not.
Price really depends on quality, breed, rarity, etc. Obviously a foal from show parents will run a pretty penny compared to good quality, but unshown parents.