What started with graphic card manufacturer's mangled naming schemes has long been continued by the CPU manufacturers. The days where you knew that a "GeForce 3" was faster than a "GeForce 2" and a Pentium 500MHz is faster than a Pentium 400MHz are gone now. CPU's clocks and number of cores can not be measured in a linear fashion, hence price comparison became very hard in the last few years. Luckily, a few tools are available to us consumers that make this a bit easier.
First of all, there's a very neat CPU price/performance comparison list at pulsiageek's site. It's especially useful because you can sort it by price, performance or price/performance-ratio.
Then there's a list of graphics cards containing cards from the old 2MB 3dfx Voodoo graphics card up to the latest GeForce GTX 295. The list over at gpureview.com does not contain a benchmark result, unfortunately, but it contains the MSRP.
Mobile GPUs are a whole different story, so it's good to know that there is a separate list at notebookcheck.net that contains the 3DMark01, 3DMark03, 3DMark05 and 3DMark06 score, which is probably the easiest indicator for performance. While there are numerous restrictions you can apply to the list to filter out specific graphics cards, there is no MSRP or reseller price mentioned. There's also a list available that includes actual FPS rates for popular games for each mobile GPU.