Many factors. When I did this a few years ago I got three bids and they were wildly different. I think bids were $25-50k or something. This was our old house, roughly ~2,000 sqft and a dozen windows. We went with the cheap bid and regretted it almost immediately. They shattered a window, installer worked through a thunderstorm and narrowly avoided lightning, etc. These companies scale up like crazy in the summer, watch out.
It depends on the size, but I would say whatever you see on Home Depot's site for the window itself, double that and you'll know what it will cost to have them installed. We bought all of our windows from an independent lumber company on Whidbey Island because they bought enough volume for the pricing to be better than Home Depot and we installed most of them ourselves. Windows are incredibly easy to install yourself - it just takes time.
We had ours replaced 2 years ago. Like Adam we got 3 bids varying wildly from 7,500 (DIY style Handy-person) to 45,000 (reputable local company). Ultimately we went with the middle because they had the same product as the higher bid, and offered financing and a warranty.