Jr. An agent can obtain this information for you probably easier than you can do it for yourself. City or county records are published, but are not often organized to easily access this information.
Zillow.com will show some information, but their valuations are not reliable.
Most real estate agents are happy to help you with this. However, if you do not want to use an agent, you can check with your county government. Virtually all sales are recorded at the courthouse. In many counties, basic information is published online, so you might want to call (or check google) before you run down the the county building.