Just keep in mind the game is not called Dungeons & Dire Badgers and your perspective as a DM should be clear and balanced regarding the latest addition to the family. Perhaps at lower level, but by the time the egg hatches, he should be high enough to either gain the dragon as a cohort, companion or familiar if you are willing to adjust the rules accordingly. I had a druid in my last campaign raise a Black Dragon from egg to wyrmling and he had a blast playing proud poppa to the creature, and I saw no real game-balance issues at the level we were playing (15-18 in this case) at all.

If the sale itself was illegal that would add a few coins to the pot and posession of the egg would be quasi-legal in most societies. This would in and of itself be expensive and hazardous, upping the asking price significantly. Keep in mind that this hypothetical dragon egg merchant, leaving aside his dubious moral outlook which permits him to traffic in intelligent creatures, has to be a) knowledgable in dragonkind and b) have the means and patience to keep the egg vital.

If someone in one of my campaigns put me on the spot, I would say 50k gp, but perhaps varying by size and/or other factors, so maybe 40k for a White, 60K for a red, for instance. IIRC, it does not provide rules for cost of eggs, but I would expect them to be no less than tens of thousands of gp. The Draconomicon has excellent information pertaining to gestating, hatching and raising dragons as companions, familiars, etc.

School of dragons dragon eggs