Read the Tech Tips section and make sure that the game you're considering doesn't have an unreasonable number of significant problems.
Personally, I can fix most broken mechanisms and electronics, but the cosmetic stuff (paint) is too hard to repair with good results. I think that most other collectors have this same problem. With that in mind, make sure that the game you're considering doesn't have any major blemishes in the cabinet artwork and that the playfield paint is not worn.
The typical private-party price range for an IJ that you'd want for your collection is $2500 to $4500 US. Since Williams quit making the machines and with the upcoming release of the Indiana Jones 4 movie, you can probably expect the prices to continue upward slowly.
If you buy from a "retailer," you can expect to double that cost and in return, you get a warranty, service, and most likely, delivery and setup.