Try auction house spy (not sure of the URL) or underminejournal.com. Alternatively type "? [link]" where [link] is you linking the item into your guild chat. Someone with auctioneer will automatically whisper you about the market price.

http://theunderminejournal.com

If you aren't using this site, "ur doin it rong" :p

@ Artificial:

I'm so torn about recommending The UMJ. On the one hand... I really don't want people using it, since I want to keep the advantages it gives me to myself.

On the other hand - it's a pretty freaking amazing resource, and I don't have it in me to lie or intentionally mislead. :)

Helston beat me to it, but checking those sites (I prefer Undermine Journal) will give you an idea if it's been listed recently. You can even try asking in Trade, too, as there actually are helpful people out there, but just be prepared to sift through various obnoxious responses to see if you were lucky enough to receive an honest one.

It really depends on what you're trying to sell. If it's gear, try to see what items of comparable level are listed at. For crafted goods, I've heard of people using a round number of 2x the price of mats and listing one item to see if it moves. If it sells quickly, there's a good chance you could list another one even higher. If the deposit isn't high, shoot for the moon. You never know what someone will pay for some oddball item, especially if it happens to be needed for a recipe while leveling a profession (Essence of Undeath springs to mind, but for the life of me I can't even remember which profession it was for now!).

Just take it slow at first and don't sell stuff for prices you're not comfortable with just for the sake of moving inventory. If the price of something seems way too low, it probably is and someone is emptying their bank (or got hacked...). Don't rush in and buy it all up if you're unsure (or have ethical qualms about benefitting from potentially hacked accounts or botters), but wait a few days and see if it was just a fluke before peddling your own wares. Even the free version of the remote AH app lets you search prices pretty easily to get an idea of the ebb and flow of a given market.