I was looking around on ebay for some of these pulps but the prices are very erratic.
How much should someone pay for one of these?
Well it depends. Do you mean this particular issue, which is a key (1st Conan)? Do you mean Weird Tales issues in general or just issues with Conan and Robert E. Howard content?
Pulp prices are actually very stable. Any variance in price you see is likely due to the same basic reasons some comics are worth more than others. Grade, scarcity, content, classic covers, etc.
While I couldn't find any of that exact one, 1st conan, I saw some with sw Robert e Howard stuff, and some where hundreds of bucks for a beat up pulp, and some were not so much. I have never bought a pulp so I am out of the loop