What do you think is the most expensive market in the 7 Kingdoms of Westeros?  Would it be in King's Landing? Some capital cities like Tokyo and London are the most expensive in their country, but in the US, DC is not the most expensive.  Could it be The Riverlands? Waterfront property does usually draw a premium.  Maybe Dorne with it's warmer climate?  Maybe the Citadel centered around it's large student population like Boston?

The answer is the Rock.  And it's probably not even particularly close.

Up until this season I'd say Highgarden.