I am looking for up to date typical costs of construction of small
thermal power
plant - approx 5 MW - also cost of individual plant components - heat
recovery steam generators, steam turbines, generators condensor sets
and feed pumps. A website that gives access to general costing
information for the power industry would be ideal.

I worked at an oil fired old steam turbine plant for a year. Three
units totaling about 700 megawatts. Sandia labs are doing research on
solar power towers in the 50 megawatt range, so you may get some clues
there. Bectel corporation (famous for big cost over runs on nuclear
power plants) claims they can build 300 megawatt solar power towers
that make electricity for 5 cents per KWH, but I suspect it is a half
truth.   Neil

please also be advised as to where the waste water/steam is going. an
environmental impact report could be an additional cost. i personaly
don't care, just letting off a little steam.  dt

I am a energy specialist financier based in Asia.  I was just browsing
through Google Answers to see if it would be helpful for my own use
and heppened across your question.  Thus, no payment is requested - I
just hope it helps!

Firstly, I suggest you search Google. A simple 'thermal power plant
cost' search returned a reference to the World Bank that describes the
trends of greenfield (built from scratch) power development.

http://www.worldbank.org/html/fpd/em/trends/modular.htm 

Secondly, I suspect the reason why you haven't an answer is that
thermal plant with the equipment you describe are generally built in
the region of 400MW - 1GW+ capacity.  I would recommend that you
instead look to alternatives, such as diesel-ICU or microturbine.

Industry leaders in these fields include:

http://www.cat-engines.com/
http://www.detroitdiesel.com/
http://www.mandiesel.com/
http://www.cumminspower.com/
http://www.deutz.de/

http://www.microturbine.com/   (Capstone)

I subscribe to Cogen & On-Site Power Magazine. It's free to industry
professionals, although many articles are available from:

http://www.jxj.com/magsandj/cospp/

You can also try:

http://www.localpower.org/

Good luck!