It is true that Grignards suck at SN2 reaction with alkyl halides. I wouldn't expect this to work well, if at all using the Grignard. There are a number of explanations. I believe the Hard-Soft Acid-Base argument is the canonical explanation. Also, it's worth remembering that Grignard reagents themselves are very strong bases, and quite strong reducing agents, leading to side reactions. And R1MgX + R2X can give R2MgX and R1X where R1 and R2 stabilize anions to a similar extent, so scrambling is possible. Also, there's the whole Schlenk equilibrium thing where RMgX equilbrates to R2Mg and MgX2.
The Corey-House method is not significantly more expensive due to the low cost of the metals involved. To answer your second question: Wurtz couplings are pretty rare, but they can be useful for dimerizations of alkyl halides. The tend to suck at cross coupling of different halides for the reasons outlined above, but where the things that go wrong can be minimized you might consider them.