I don't think there is a price guide other than the one on the Kenner LPS forum. I would check out the littlestpetshopcollector.com
It's run by Sarafina and lists all the sets. Basically these are HTF or more valuable:
Any Merpets Set (they are semi-shiny and look like mermaid animals)
The Baby Fillies: Smaller version horses, Little Brush & Grow Filly Ruby and her accessories are super rare and HTF. I would pay a lot for her blanket lol. Then there is Amber, Pearl, and Jet who are also baby fillies with accessories.
Then the jewel pet necklaces and charms
And the Mommy & Baby sets: Foxes, Swans and Deer.
Those are the most valuable sets as far as I know, although merchandise items can also sell for a lot
Feel free to PM me if you have questions. I have most of the LPS sets and am a pretty devoted collector lol