The best place to buy German wine is of course Germany itself. Almost all producers are happy to sell directly to private customers, and many of the best are hard to find in shops. It is a good idea to phone in advance, to insure that they aren't sold out and can devote some time to their customer. They will let you taste their wines before buying, usually up to Auslese levels. The more geniune interest one shows, the more likely one is to be able to taste rarer and more expensive wines. With luck they might even have a BA or TBA open, and let you have a sip, but that is not something one should expect. I find this is a wonderful way of buying wine, and invariably spend more time and money than originally planned.
Here is a rough guide to the prices of fine Rieslings from leading producers. (Other white varieties tend to be cheaper, but reds are booming, and thus often surprisingly expensive.) It is possible to pay less, and still get a very good wine, but that would have to count as a bargain. It is also possible to spend more in each category, especially when the wine is sold through auction. In fact, somewhat surprisingly for those who equate German wine with Liebfraumilch, a small number of German wines can reach price spheres well above even first growth Bordeaux. At auctions, the greatest young wines regularly reach several hunderd euros a bottle. The record of over € 4600 for a bottle (yes, just one!) of Egon Müller's Scharzhofberger TBA '94 has recently been set. The more common price ranges for high quality Rieslings are:
Kabinett 5 - 10 € Spätlese 8 - 15 € Auslese 15 - 100 € BA 50 - 200 € Eiswein 70 - 300 € TBA 200 - 400 €