Unless anyone can tell me otherwise, I think that the $135 "Custom Monulista Pick from Sweden", carved out of metorite rock, is the most expensive pick I've ever seen, part of a range from meteoriteguitarpicks.com.
It makes the fantastically high-tech Light Pick (which not only glows, but flashes with "seven different programmable beat patterns", seem very reasonable at $59. (Thanks to the rather splendid band The Shamblers)