I went to the Librarians' Index to the Internet and the University of Michigan Documents Center online to look for web sites that would point to resources for cost of living information. (I recommend looking at the UMich page to get a sense of what other information there is related to costs of living.)

• On CNN/Money: Best Places to Live, you can search by city and bring up financial figures (median household income, taxes, auto insurance premiums, average home prices) as well as information about weather, cultural outlets, etc.
• Sperling's Best Places lets you compare two cities (as if you were moving FROM one TO another) in areas of housing costs, taxes, food prices, and more.
• Homefair.com, a site from the National Association of Realtors, will give some information to help you compare American cities and communities. Check out the Salary Calculator.

As for print resources, there are two to recommend:

• First, there's the American Cost of Living Survey, published by Gale Research (first edition published in 1997; currently on the 3rd, published in 2001). This is "a compilation of price data for nearly 580 goods and services in 506 U.S. cities from more than 100 sources." This directory allows for comparisons between and among cities and smaller communities.
• Second, there's the ACCRA Cost of Living Index (ACCRA is the American Chamber of Commerce Researchers Association). Produced quarterly, this resource covers 309 urban areas and includes information about price levels of consumer goods and services.

For both of these print resources, I consulted the copies at the Business Library of the public system I work for -- I'm sure these titles are easily accessible at your local central or business public library.