It depends on how much value you place on 
something that was "held" by studio personnel.  
If you don't at all, then they are basically 
just photocopies of artwork.  Because a series 
may not have any official artbooks and/or 
because even copied settei are a little rarer 
than mass-produced artbooks, copied settei may 
be worth a little bit more than artbooks (but 
definitely not in the quality of the material).

If you do value the "studio-held" aspect, then I 
would recommend that you try to see if there are 
other indications that a storyboard or settei 
was used for reference while in the studio, such 
as production notes scribbled on and so forth.  
You might even find storyboards/settei signed by 
someone like an art director, but be very wary 
of those (it's usually weird for them to sign 
something that they'd more likely toss in the 
trash after use).

Don't forget supply always dictate demand in 
these cases.  So a storyboard packet for a 
series may still fetch a greater deal of money 
than the settei of another series simply due to 
popularity and/or settei for the former series 
is too difficult to track down.

A storyboard signed by Miyazaki always trumps a 
settei from the same anime title.