Cost usually varies by the type of tree, and how tall it is.
For a 5-6' Noble here in N. CA, I can pay anywhere from $30-$60. This year they are $35 at HomeDepot and $50 at a tree lot I often go to (larger selection, sometimes fresher trees). Douglas Firs are cheaper, but I don't like them as much. There are other types of trees too depending on what area of the country you are in, and where you happen to be shopping. One word of advice: you don't need as big a tree as you think you do when you are out on the lot looking at them all. An almost 6 foot tree, once in my stand and with a tree topper on, fills my room with standard 8 foot ceilings just fine.
Google ways to figure out if you are getting a "fresh" tree or not - there are various techniques that people swear by. I personally just see how hard it is to pull the needles off the branches (they should give a little fight) and test to see if the needles (once they are pulled off) bend in half without breaking.