Ebay is your best bet. However to take full advantage of the information there, you need to join, which is free.

Once you are a member, search for the Beanie Baby of your choice, then view "completed auctions" by clicking the checkbox on the left side of the search results screen, then the search button. Of course you can use this feature for any item or description.

The nice thing about Ebay is that it generally gives you a very accurate idea of what the item is worth - technically defined as the most somebody is willing to pay for it. More info here.