They were originally produced as inducements to buy other products and they were sold in 5 and dime stores. There were not particularly high quality glassware.
Dealers develop a sense for what colors of each pattern are popular at a given point in time.
Books like those listed below provide color photos of the patterns. Rare pieces in a pattern - for example, there are believed to be only 8 or 10 cookie jars left in existence for the Cherry Blossom pattern. Complete settings - these are worth only slightly more than individual pieces. Gene Florence, in his books on Depression Glass, gives excellent tips about and shows pictures of reproductions to help you spot them. Deals that are too good to be true - they usually are.