Ah see~ A rock with a rune on it is different. You're adding something magical to it. People use rune stones to tell fortunes with. So that's very good. Most rune sets are just run of the mill stones but if you find rocks you really like and add runes to them, it might make them very special.

And it depends on how broad you consider the word rock. Crystals and gemstones are technically rocks, no? And those are magical in nature and also very cool.