I took this list from Wikipedia. This is a list of the highest prices paid for photographs (in US dollars unless otherwise stated).
1. Andreas Gursky, 99 Cent II Diptychon (2001), $3,346,456, February, 2007, Sotheby's London auction.[1]
2. Edward Steichen, The Pond-Moonlight (1904), $2,928,000, February 2006, Sotheby's New York auction.[2]
3. Richard Prince, Untitled (Cowboy) (1989)[3], $1,248,000, November 2005, Christie's New York auction.[4]
4. Joseph-Philibert Girault de Prangey, 113.Athènes, T[emple] de J[upiter] olympien pris de l'est (1842)[5] $922,488, 2003, auction.
5. Gustave Le Gray, The Great Wave, Sete (1857)[6] $838,000, 1999.
6. Robert Mapplethorpe, Andy Warhol (1987)[7] $643,200, 2006.
7. Ansel Adams, Moonrise, Hernandez, New Mexico (1948)[8] $609,600, Sotheby's New York auction, 2006.[9]
8. Andreas Gursky, Untitled 5 (1997)[10] $559,724, 6 February 2002.
9. Gustave Le Gray, Tree (1855), $513,150, 1999.
10. Diane Arbus, Identical Twins, Roselle, New Jersey, 1967 (1967)[11] $478,400, 27 April 2004.
That should be a good starting point. I know expensive may not mean best but it is a guide. Some of the Gursky shots are staggering and others make you think you could have taken them.