I have been contacted by a comapny that wants to acquire the domain
name for my website.  All of my marketing material, business cards,
and etc. would have to change if I let go of the site name.  Here is
my question:

Where can I find good advice on how to price my domain name?  Is there
a way to find precedents on pricing?

A friend of mine was authorised to buy a domain name that the company
coveted and was given a budget of £20,000 (That's Pounds Sterling - ie
REAL MONEY, not a weak Dollar.)

Guess what he bought it for? £500!

It's all a matter of negotiation ... Who's the better negotiator, you or their rep?

I have used http://urlbuyers.com on several occasions to help me price
domain names that I wanted to sell.  They also offer professional
advice, however I have never used their paid service.  The free
estimate they offered has always been good enough for me.

Since you have a functional  website, the price of the domain name
would tend to be higher than if you just owned the name with the
intention of selling it.   Can you get another domain name that is
similiar to what you now have and be satisfied with it?  What do you
project for the future of your website with the name you now use? 
(i.e. If you project the website to be huge with a large income, you
would have to take that in consideration if selling.)

Good Luck with setting the price.  If I can be of further service you can email me.
Jack
www.KlickTheWeb.com
jack@klicktheweb.com

At www.sedo.co.uk they offer a domain appraisal service at reasonable prices.
They seem to be quite competent. Maybe browsing their million domains for sale
with quotations alone might help you. 

www.forex-traders.info