The HTFs: Applejack - both her regular release and Rainbow Power release - you're looking at between $40 - $50 for her Rainbow Power release, and more for her original release. Although I'd stalk eBay for this girl. I got her original loose, with accessories, for $25 about two years ago.
Daisy Dreams - Rainbow Power release - $30 seems to be her mark right now.
Shining Armor - only released in a set with Cadance - typically only found in the set which can run anywhere from $50 - $70, though I got a loose one for $20.
The rest: Pinkie Pie and Princess Twilight are probably the easiest to find.
Original releases of Twilight, Rainbow Dash, Rarity and Fluttershy aren't as easy to find anymore. But you can still likely get them for retail, around $15.
There are three Celestia's, pink, Through the Mirror and another (I think CMM?). I'm not sure what pink goes for, but the white (Through the Mirror) was recently on clearance at Walmart. I got her for $11. You can probably find her online for a little more than that. The third release hasn't made it anywhere near the US, though. I doubt we'll ever see her, she came in a two-pack with Twilight.
There are also two Luna's. Not sure about her original release, but her Through the Mirror release was also on clearance at Walmart for $11 a little while ago.
There are three Cadance's. The one in the pack with Shining Armor, the original release, and her Cutie Mark Magic release. You can likely get her for retail, I see her and Princess Twilight a lot. I especially see the CMM version a lot at Target and TRU.
Rainbow Dash also has two other releases, Rainbow Power and Cutie Mark Magic. I got her CMM release at K-Mart (exclusive) for $20. Her Rainbow Power release may still be at Walmart for retail.
Pinkie Pie also has a Rainbow Power release, still found at Walmart and Target for retail. She also has several other releases, you won't have a hard time finding them other than her boutique set with the car, probably.
Rarity has a Rainbow Power release, can sometimes be found discounted at Target. That's how I got mine.
There's the TRU exclusive Daring Do that has just come out, so she isn't hard to find.
The Power Ponies release in the $60 set (WORTH IT! SO WORTH IT!).
Coco Pommel will have a FS pony soon, but she hasn't been spotted in the US yet. Seems she's shown up in Canada within the last few days, though!
Sunset Shimmer has a CMM release, can still be found at Target and TRU for retail.
I'm sure I'm missing a ton of other releases, they can be found
here. I'm an avid collector of Fashion Styles (I think I'm only missing two or three), so I can definitely help with prices for any that you're looking for in particular.