Doujinshi are published directly by their
authors and not by a publishing company. So
there isn't large quantity of them.
They are usualy sold at events like the Comiket
and not directly in shops so it's difficult
to get them. (But some books shops buy them
at events to sell them after).

If the author is famous, the doujinshi can
be expensive. That's the case with Nobuteru
Yuki's ones. The ones on Lodoss OAVs are usualy
sold around 15000 yen or more on Yahoo Japan...

There is even hentai doujinshi that are sold
for 40000 yen or more right after they were
released... (Speaking of hentai doujinshi,
Saotoshi Urushiara just made one. It was
reaching 15000-20000 yen on Yahoo Japan the
day after it was released...)

Cheers,
Yann Stettler