Like Al said, for Nevada chips, The Chip Rack by Knapp, Myers and Wheelden is great. The 9th edition came out June 2, 2002. Every chip known to exist from Nevada is included (except the ones people have discovered since it was last published) as well as their price range.

James Campiglia & Steve Wells published The Official U.S. Casino Chip Price Guide that covers a lot of Nevada chips and from other parts of the country as well, with tons of color pictures and prices.

Since I collect mostly Nevada chips, I like having both of these guides, and use them both frequently.

Greg Susong (the generous-hearted guy who's responsible for this board existing) has published An Illustrated Guide To The Casino Chips of American Riverboats. It has tons of color pictures and prices.

Lawrence Eastman published Eastman's Illustrated Guide to California Card Room Chips & Checks. It has hundreds of black & white pictures and prices.

Archie Black has published Black's Catalog of Atlantic City Casino Chips & Tokens. It's illustrated and includes a price guide.

I'm sure there are some other great guides that I'm not familiar with, since I only started collecting a little over a year ago.

As others have said, the prices in these guides aren't set in stone, but I like to use them to give me an idea about approximately what certain chips are worth. Keep in mind that chip values also change due to large numbers of them being "discovered" and appearing on the market.