DNJournal.com is a great place to learn about the value of domain names. They publish weekly and yearly sales charts including the price each domain name sold for, and the venue it sold at. You can look through archives of previous years sales to spot trends. This site is useful to understand the domain market as a whole.
Escrow.com is one of the most cost-effective, quickest escrow services that handles domain name transactions. They have a fee calculator so you can determine, in advance, what an escrow transaction will cost you based on the purchase price. They also have a useful FAQ specifically about domain name transactions.