$1,000,000 - $2,600,000 per MW for wind power

at least $1,500,000 per MW for coal (could be more than twice that now)
  - the balance notes give a value of $700,000 per MW (this would be better to use for balance)
  
photovoltaic panels reached $1 per watt recently ($1,000,000 per MW)
  * this is about 40-50% the cost of a "solar system"
similar pricing for solar thermal

at least $8,000,000 per MW for nuclear (as of 2008)

for a 300 MW natural gas plant in Idaho, $1,400,000 per MW 
for an 880 MW natural gas plant in Tennessee, $930,000 per MW
for a 565 MW natural gas plant in California, $775,000 per MW