The format that will give you the most functionality is just the plain number, without any commas or signs, as this will enable you to make all the number comparisons you can make, that you can't with a string.
So, you'd have the numbers stored as, for example, 3000 for $3,000.
And the query would look something like this:
SELECT * FROM `mytable` WHERE `price` > 1000 AND `price` < 25000;