Price Guides for Collectible CDs and Records:

The Penguin Price Guide for Record and CD Collectors (Penguin Reference Books)

You'll find that most 'rare' CDs are ones that were made in limited pressings.
Examples of 'rare' CDs:

Pete Namlook - Koolfang - CD on Fax Records-PK 08/104 from 1995
Rare because it was made in a limited pressing of 1000. Usually found on Ebay for around $30-$40.
Vanessa Carlton-Harmonium-CD from 2000.
Rare because only 100 were made, signed and numbered. Valued around $50-$75


Note:
These samples are not directly from this CD price guide.

Record Price Guides:

Album price Guides (LPs)
This includes all types of music such as: Rock, Jazz, and Disco

45s Price Guides:
These are books on rare 45's, as well as books on collecting 45s in general.

Price Guides for 45s and LPs:
These are books that combine both 45s and LPs. These type of books include all types of music.

Rockabilly and Doowop Price Guides:
This includes: Elvis record price guides, rhythm and blues price guides, and soul price guides.

Jazz Record Price Guides:
This includes books on LPs, 45s, and general guides dedicated to collecting jazz music.

Punk and Heavy Metal Price Guides:
This includes new wave, alternative music, and indie rock.

CD Price Guides:
These are books dedicated to rare CDs, as well as books that include both records and CDs.

General Record Guides:
This includes some non-price guide books, such as a guide to record lables, and books of record album covers