The procedure for change of nozzles calls for testing the pop-off pressure after the nozzle has been replaced. The pressure can be adjusted with shims. Also, a set of injectors should be balanced to ensure that all the injectors are flowing at the same rate.
Some shops will do this for you after you change the nozzles. Do you absolutely have to have them tested? No, but if you have problems you will never know if one of the injectors is bad or not. And if one of them is off, you will be sacrificing power and economy even though you may have more power than before you changed them out.
So the price difference between buying injectors and nozzles is the labor to change out the nozzles, and the testing of the new set. Most vendors that offer both nozzles and injectors have about a $100 difference between a nozzle set and the same nozzles already installed and tested in the holders(plus a core charge on your old injectors if you are buying an injector set).
Typically all nozzles are new. Unless you are getting Bosch factory injectors, most of what you buy as aftermarket injectors are new nozzles put into old holders. That's why the vendors have core charges on your old injectors - so they can reuse the holders that have no moving or active parts to wear out.
jwilliams3 - are you having yours tested or are you just putting them back in?