Old cigarette lighters are often available on eBay.com. Search for lighters comparable to yours and see what prices are listed. Antique dealers are able to appraise some lighters, but it is best to get multiple opinions if you believe the lighter is of even modest antique value.
Websites such as AntiquesNavigator.com track auctions and sales of lighters that have ended. If you are looking for the value of a specific lighter, enter the brand name of the lighter. If there is a completed auction, you can compare the final sale price to determine the value of your item. SparksofTimeVintageLighters.com sells some lighter valuation guides to assist collectors in determining specific value ranges.
When looking for a value, it is important to pay attention to the condition of the item being sold. If a similar lighter is in better condition it may be worth more to a collector. Well-known name brand lighters such as Zippo have followings of collectors, so they command a higher price than some more obscure brands. When selling a lighter, make sure that the lighter in question is actually authentic. There are a lot of reproductions, and it can be hard to tell the difference between them.