First, your lender should provide you with a "Good Faith Estimate" of closing costs. Also, your real estate agent should ALSO talk to your lender and work up a buyer's estimate of closing costs sheet.
The simple answer is that there is no rule of thumb. It depends on what type of loan you get, who the lender is, how much you put down, will you pay points or not, etc. Taxes, transfer tax, title insurance, etc are all things that you should know before you make an offer on any property.
Start by talking to your lender when you identify a property, and have him get together with your agent to give you the closest possible estimation of what you need to close.