If they are implemented in code there is a runtime cost (even if you don't call an exception) is incurred every time a try, catch, or finally is placed in your code. It also adds a small cost to every function call's prologue. Based on numbers I've read, the cost is about a 6% penalty globally.
However, you must pay for the potential to unwind the stack and RTTI, whether you use it or not.
We're on the same page.
I'm ready to declare this discussion finished. I don't think there's any new information to be had, and I was already well versed in the pros and cons of C++ exceptions before I started this thread. I appreciate everyone's responses.