Check craigslist. Last year farmers in my area were selling it for $6 a bushel right out of the combine. I think I pay anywhere from $7.50 to just under $15 from my local coop depending on the year. Haven't bought or priced any this year yet.
Can you get rye "uncleaned" like you can wheat for half price? That's what i usually do for wheat, it just has some corn, soybeans or whatever was in the bin mixed in.
I don't exactly remember what the bag says that I get from the local farm store, Stockman Farm Supply, but I think Whip is probably right that is VNS. It is a pretty plain brown bag with Winter Rye stamped on it.
The seed stores around here haven't gotten any in yet but last year cereal rye was outrageous. Looking back at my notes I paid $27 a bag for for 500#. Our NWTF chapter's seed program has wheat each year for $5-7 a bag so it that makes it hard to spend the extra money when most folks don't realize the differences between wheat and rye. Heck even knowing the differences it is hard to spend 5x as much.