C.J.
First of all, Congratulations!
You may want to line up your OB/GYN first. That could determine your delivery location as doctors don't always hold priviledges at all hosptials.
In terms of cost, call the hospitals and ask what their basic fee schedule is for deliveries. Note: this estimate may be based on private pay costs and not what your insurance contracted rate is (typically less). It also does not include the cost of the anethetist and drugs if you choose to use an epidural. but they do have estimates for vaginal and c-section deliveries so you can better wrap your brain around the cost of delivery.
sorry to be so long winded, but if you end up with a choice, i would find out what the hospitals policys are about rooming in, if they have lactation consultants available around the clock (if you choose to BF), what is the visitor policy, are they deemed a "Mother Friendly" or "Baby Friendly" facitlity, which pediatricians come to the hospital for the baby's first exam and circumcision if a boy (my pedi came to the hospital for the first son, but didn't for the second due to a change in his schedule). Also, heaven forbid anything were to go wrong, but find out how quickly can baby get to a level 3 NICU or do they have a NICU onsite, etc.
Good luck with your deicision. It can be a weighty one.