The best way is to watch Ebay and other auction sites and look for sold signs pumps cans etc. and you can always ask here before buying.
The most recent auction of mostly globes pumps and signs was the first part of the Kyle Moore collection.
IMO the Kyle Moore auction prices are a little over the top for quite a few items.
Always use E-bay, and any other completed auctions from proxibid, auctionzip and other sites to help. My biggest learning experience was taking time to go to those auctions and get the true feel for it all.
Also ask on Old-Gas by using: http://www.oldgas.com/forum/ubbthreads.php?ubb=postlist&Board=19&page=1
And the final rule I use is if I want it for my collection I may pay more just knowing I'm going to own it long enough that chances are it's going to be worth more.