There are reprints of the 1902 and 1928 Sears catalogues floating about. These will give you a pretty fair idea of the prices of stuff in that era.
For moderns, find an issue of Gun Digest or Shooter's Bible from sometime in the 1980s. That will give you all the gun porn you could possibly want, along with era-appropriate prices.
For equipment, find an army surplus or outdoor supplies catalogue.
For electronics or computer equipment, find old issues of Byte or some similar publication and look at the prices in the ads. Try also finding a Zenith or Heathkit catalogue from sometime in the 1970s. Electronics in the '50s or '60s were buttock-clenchingly expensive, especially exotic test equipment. For example, an original Moog was about $8-10k depending on the configuration.
Try also finding an old Edmund Scientific catalogue from sometime in the 1970s. This will have prices for all sorts of lab and test equipment.
For stuff around the 1940s, it should be possible to find a fair amount of documentation on the cost of war materiel from WWII - one should be able to infer most of what you want from that.