The tran is the most complicated component of a car.
For most car, you need to remove almost everything in the engine compartment to drop the transmission.
It's labour intensive on top of the cost of the transmission.
I had mine (honda automatic) done a long time ago. I agreed with my mechanic that I want to let him try to rebuild it. My other option is to get a certified rebuilt one by manufacturer. I think I was lucky and it ended up to be slightly less expensive. (It could very well turned out to be much more expensive too... depending on what was wrong with it)
I doubt you can find a "new" tranny, most of these major components are "remanufacturered" with new and recycled parts.
Are you rebuilding the tranny or replacing it?
Go to http://www.rockauto.com and see the US pricing for your parts and you can justified if you have been ripped off. Parts in Canada are usually more pricy compare to the US, just use it as reference.