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Larger libraries will have the Stanley Gibbons stamp catalogues, where you can check the value of almost all stamps. However, it should be noted that the prices quoted by Stanley Gibbons only provide a basic reference point for the prices that stamps normally change hands for. In practice, the true value of most stamps is between 10% and 25% of the catalogue value.
For the value of an entire collection, look under 'Stamp Dealers' in Yellow Pages for philatelic auctioneers, who're normally happy to give you a free valuation. (Obviously, they hope that you'll sell through them but it's not obligatory).