Gdn Bear -
Pools can run from $40,000 up in general. Like anything, you can spend a minimum amount for a basic pool, or add things like spas, water features, fiber optic lighting, slides, waterfalls, etc. Depending on your price range, you might be better off finding a house with a pool already in it. It is usually less expensive.
Also, the question always comes up about whether pools add value to a house. Here is some information on that subject http://www.680homes.com/blog/2007/11/27/do-pools-add-value-to-a-home/