I'd like to put forth that Artifacts (not simple ebony/daedric/glass items) would have the same value as they did in Morrowind. It enhances the feel of the artifacts, in my opinion, makes them truly be seen as the renown masterpieces that they are. It's not like any merchant can afford it, and even if they could, massive amounts of gold are really not that difficult to make in Skyrim. There will be more gold sinks (from what I have read) in Skywind anyway.
Of course, there's the Museum of Artifacts for making that massive amount of gold, but that could always be tweaked downward.
I also hope that there will be those Artifacts that are just in (seemingly) random places. It's not like EVERY Artifact in the world is well known and documented...