If you stir to one of the really FREE websites then no, the ringtones themselves do not cost. I use www.myxertones.com and www.mobile17.com they also own software on there to formulate your own ringtones and then convey them to yourself.
Heres the kicker with any ringtone... your going to enjoy to pay the notes to download it. For example a ringtone will have anywhere from approx 16 to 150 kb to download it on my provider its .01 per KB unless you own a media plan. Really not impossible! If your downloading a bunch .. get an internet plan of some type to collect yourself a headache!
If you be in motion to www.3gforfree.com, the ringers and other things like games are free. Going to the website from your phone may be easier than going from your PC.
The ones advertised on TV do. By downloading the "Free ringtone" you are agreeing to subscribe to a service which will charge you by the month.