Based on the certificate authorities linked to by Microsoft [1], around $400 to $700 a year, depending on the type of certificate. Extended validation certificates grant the software a better reputation with antivirus products, but I don't know if there is actual validation involved, or if it's just buying a rank.
At least with the CAs we've worked with, the EV certs are required to either be issued in a CA-provided hardware token or you have to demonstrate positively that you have the key in an Hardware Security Module. That's the piece of validation that's really meaningful to me at the EV layer for code signing, and I think it's most of the reason that those are afforded better reputation as well.
I have very little experience in this area, but for one-off items it's probably a few hundred USD
To become a signing authority is probably quite a bit higher