How common do you think the marriage of second sons and daughters to the small coterie of the Westerosi urban merchant class is? How about to to Essosi nobles? It seems like there would be significant financial advantages in wedding into prosperity, rather than two noble yet relatively poor houses from the same region marrying children off to one another, notwithstanding the political alliances these nuptials can bolster. .

It seems to be uncommon but not unknown. It’s uncommon because there’s a social prejudice against it – merchants are commoners, so you’re marrying below your social status, and merchants are “in trade,” which nobles consider to be greedy, unproductive money-grubbing as opposed to being an absentee landowner who can afford to follow an honor code and not think in a profit-maximizing way (except when you relabel “profit” as “glory”). 

The Essosi are kind of a mixed bag. On the one hand, you definitely see that Tywin looks down on the Essosi as “spice soldiers and cheese lords,” who “Lord Tywin had always held…in contempt. They fight with coins instead of swords, he used to say. Gold has its uses, but wars are won with iron.” In other words, the Essosi are seen as somewhat cowardly and merchantlike, not really nobles. Beyond mere prejudice, you definitely get the sense that there’s a rather signifiant culture clash that makes Westerosi see these marriages as inviting trouble: there’s a significant number of divorces/separations (Larra Rogare, Mellario of Norvos), there’s the cautionary tale of Serala of Myr who brought her expectations of Essosi free cities to Westeros, etc. 

On the other hand, at least since the Targaryens, the Westerosi do see marriage into Essos as potentially bringing in political benefits (Rohanne of Tyrosh, Kiera of Tyrosh) or bringing in the Valyrian “look” which is prized aesthetically. 

In either case, I think the likelihood of these marriages depend on the needs of the House in question. If the House is prosperous, it’s probably not going to bother – not when marriage alliances to other nobles can give them land (the former of which you can’t get from marrying into money) and military power.  If the House is poor, it’s not necessarily a slamdunk – marrying into the Spicers didn’t exactly elevate the Westerlings, but Lyonel got the heir he wanted and a lot of money – but it can be the shot in the arm you need.