Prices go from under $100 dollars right up to the thousands depending on the model. You also have to factor in how you will mount the swing (i.e., will you need to buy a frame). Door swings are usually the cheapest option if you are on a budget.
Be sure to buy from reputable shops, like the ones in this review, and don't be tempted to buy a low-quality sex swing just because it is cheap. It will be a waste of money in the long run and could be dangerous.