I've got a 3-Man Chess set that costs $50. The board is a circle!
What is your most expensive chess set?

The most expensive is the Pearl Royale Chess Set, costing about $4 million, the one I own is only $30.
(Edit: I forgot to put the word "Million", sorry for any misconception)

In the US Chess catalog, which comes out just before Christmas, they feature a set made from fossilized Mastodon Ivory. Price tag is $10,000. I know, but it is beautiful.

714 euros (about 800 USD) for a Noj Dubrovnik Minceta, brown stained with extra queens.

Not sure, probably $50 USD for most expensive (glass and frosted glass pieces and squares on the board).
For least expensive, probably my cardboard one that I made myself and drew with marker that would have cost around perhaps $1USD to make. Otherwise, it's probably this other cardboard and plastic set I had from the dollar store.

I have one that I got in Greece for 270 Euros last summer, but I think my most expensive set is a handmade marble set that I got as a gift, and I don't know the price of it. My cheapest set is probably my "analysis" board that I don't even use because it's tiny.
Best pieces we had as kids were very tough plastic, filled with cement/plaster for weight. Felt bottom that no punk could tear off. I'd take that anyday, over the never-used sets of the Rich and Famous.