I see them quite often and I've only been around horses on a regular basis for a few years now. I've seen a few gorgeous, all black horses and then my friend has a retired barrel gelding he just bought less than a month ago that is completely brown; no white. I find myself lucky that I have two horses with no socks! They have white markings on their face but I'm impressed that that's all they have.
Around here a lot of horses have socks for some reason.
But like everyone else says, it's not rare. It's less common than a horse with white, though. I know some people who prefer a horse with no white and others that want a horse with a blaze, star, or certain number of socks.