I'm at the Iowa/Illinois border where there are lots of farms, so pricewise it's cheap or the same as the stores. Sometimes the breadmakers charge much more than the stores, tho, here. Pies are around $8-9 just about anywhere here for a full size pie; but the difference is the crust, since few seem to know how to make a good crust it seems. Cookies and the rest seem pretty much the same price as the stores, but lacking the preservatives.
The advantage of the farmer's markets to me is that the produce is homegrown and not grown in a lab. More flavor. Better color. Much more flavor.