Nickel is an allergen. Rhodium is not. That alone is a great reason not to use nickel plating. I don't know of any nickel plated jewelry, but I could be uninformed about some special item.
I don't thick Nickel is used as a plating material for any precious metal jewelry.
The pricing should be the same. Nickle is used on some items because rhodium will not chemically bond with certain base materials, especially silver . If you item is made of gold, white gold, or platinum, get the rhodium. If it's silver, you will need to get nickle although you can then plate other materials on top of that. Jewelery that is made of other metals, ie. 'costume' jewelery, often has been plated with many different layers including copper and zinc as a way of gettting around this problem. This is the reason that it's so difficult to get some of these items repaired properly.