I'm not on commission for ABEBooks.com, but if you don't know the site you should really check it out. (ABE = "Advanced Book Exchange"). It's a Canadian-based business that coordinates used and antiquarian book sites.
A search for "shorthand" yields more than 5,000 titles, and a search for "Gregg shorthand" yields more than 1,700. Chances are if you're looking for a specific book you could find it here.
Prices are all over the place, because each bookseller sets prices independently. You can order search results by price (default is lowest to highest) to compare. I'd say you can usually find a book on ABE for about the same price you'd pay on E-bay.
(by alex for everyone)