If I understand correctly, using a gateway costs you non-negligible amount of money.
Yes. They can also do it for free, if they want.
Is it possible to use Ripple without using gateways? Like, issue your own IOUs etc.
Yes, every user can do mostly what gateways can do.
A gateway uses "Rippled" to more advanced things.
If they will do as they said, Rippled and Ripple server will be open source as the client is now.
Is it possible for gateways to ignore transactions which aren't beneficial to gateways?
I don't know, I'm a fan of the project but I'm not so deep in it
Anyway I can't see the reason so that a transaction won't be beneficial to it.
I see two possibilities:
1. Either people are forced to use gateways so that in the end they pay more.
2. Or these almost-free transactions are not good for gateways and they'll try to curb them.
As it seems everyone can be a gateway and chose which fee to add (or not) to transactions.
It should be a completely free market.
Anyway if you want you can try it now, just register an account and deposit some XRP from Bitstamp or someone else.