I guess it all depends on the type of error you have, the casino it's from, and who you run into that wants it...
I was digging thru the ChipBoard archives and found this thread:
May 2002 an O'Shea's chip brought over $1,800.00 on eBay (not my auction but one I was very interested in):
http://www.thechipboard.com/cgi-bin/tcbarc07/tcbarc07.pl?read=196707
I can't find the threads that talked about the Hard Rock error chips that were sold on eBay but a few of those were sold on eBay and each of those sold for a very large sum as well. Maybe someone that knows the final prices can report that.
Here's an error chip that I own and it's one of my favorite chips in my collection if not the most favorite:
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