This is a summary into my investigations for the XBOX 360 version of Rock Band 3. Prices tend to be consistent across the platforms, although the Wii software is occasionally cheaper.
Mods, feel free to steal this as the starting point for an official round-up.
DISC ONLY (Prices exclude postage unless noted)
Game.com.au (online only) - $84 with free postage - http://www.game.com.au/rock-band-3-game-only/xbox-360/EAJ0760765
Game (in store) - quoted $99.95 via phone
EB Games (online) - $98 - http://www.ebgames.com.au/xbox360-150838-Rock-Band-3-Standalone-Xbox-360
EB Games (in store) - quoted $99.95 in store
JB Hi-Fi (online) - $89 - http://www.jbhifionline.com.au/game/ps3/rock-band-3/537225
JB Hi-Fi (in store) - when I rang about a week ago, I was told it was in the system as about $95, but there could be a special on launch
Additionally, I have been told that the game is not featured in the Kmart catalogue starting Thursday.
Game.co.uk - ?39.99 (approx $65) - http://www.game.co.uk/Accessories/Xbox-360/Music-Band/Rock-Band-3/~r349722/?s=rock+band+3
DVD.co.uk - ?39.95 + ?1.29 postage (approx $67) - http://www.dvd.co.uk/buy/catrb3360/rock-band-3-xbox-360.htm?sr=sa
Zavvi.com (UK) - ?39.95
Ozgameshop.com - $64.99 (free postage) - http://www.ozgameshop.com/xbox-360-games/rock-band-3-solus-game-xbox-360
HMV.com (UK) - 39.99 GBP - pre-order comes with 3 free DLC tracks
Note that the UK release date of RB3 is a week later, meaning you will almost certainly not have the game in time to receive the Doors DLC that is free for the first week only. Ozgameshop posts from abroad and is also slated to have the game later than Australian retailers.
UPDATE - Parabol suggests buying from EB or GAME and using their 7 day returns policies to play/download DLC while you wait for the post.
I can confirm that UK copies of RB2 worked perfectly fine with Australian XBL accounts and DLC, but am unsure of the situation for this new game and for other consoles.
Both GAME and JB Hi-Fi have told me that they will not be stocking instruments.
EB in store have quoted me the same prices as their website, being:
Keyboard - $138 - http://www.ebgames.com.au/xbox360-150972-Rock-Band-3-Wireless-Keyboard-Xbox-360
Drums - $288 - http://www.ebgames.com.au/xbox360-151798-Wireless-Rock-Band-3-Drum-Set-Xbox-360
Midi Adapter - $68 - http://www.ebgames.com.au/xbox360-151800-Rock-Band-3-MIDI-PRO-Adapter-Xbox-360
Mustang Guitar - $288 - http://www.ebgames.com.au/xbox360-151806-Rock-Band-3-Wireless-Fender-Mustang-PRO-Guitar-Controller-Xbox-360
EB employees in store have made comments that tend to indicate that stores will be getting minimal stock (if any) of the instruments, but they should be able to order them in for people.
Also keep in mind that for non-PRO and non-keyboard modes, most Guitar Hero and previous RB instruments should work. See http://www.rockband.com/compatibility
With the dollar effectively equal to the greenback, the US RRPs for the instruments are relevant:
Keyboard - $80
Drums - $130
Midi Adapter - $30
Mustang Guitar - $149
Amazon.com carries all instruments at standard RRPs, although they will not ship some of the items to Australia. I have ordered a keyboard from Amazon.com for $80 + $25 shipping.
Amazon.co.uk carries instruments at the following prices (seemingly RRPs), but refuses to ship some (all?) of the items to Australia. These prices include VAT, which would be taken off for international orders.
Keyboard - ?69.99 (approx $113)
Mustang Guitar - ?124.99 (approx $202)
Drums - ?99.99 (approx $161)
Zavvi.com have the following, seemingly with ?2.49 per item postage:
Game + Keyboard - ?104.95 (approx $170)
Keyboard - ?64.95 (approx $105)
Mustang Guitar - ?119.95 (approx $194)
DVD.co.uk have Drums for ?119.99, with a ?99.99 shipping surcharge to Australia.
SQUIER PRO GUITAR
This guitar is to be made and released by Fender. As such, Harmonix and Mad Catz have no control over pricing and release dates.
A certain release date and price is yet to be set. Estimates of early 2011 are probably realistic. John Drake from Harmonix has repeatedly said that it will certainly cost more than a regular Squier Stratocaster. These cost around $180 AUD - http://www.billyhydemusic.com.au/shop/view/436/fender-squier-electric-guitar-bullet-stratocaster/
I have placed a pre-order for the Disc with EB Games, and have traded a few games to bring the cost down. I remain hopeful that someone (JB/Big W) will have it for $80 on launch, so I can price match that.
I have also ordered a Keyboard from Amazon.com at a total cost of around $105 including shipping. They estimate it should arrive by November 3.
I will wait and see on Pro Guitars.
EDIT: Added ozgameshop
EDIT 2: Added suggestions by Parabol.