Quick example module of how to hide prices for anonymous users. This could be installed as is or could be a good starter to copy/paste into your own custom glue module.

hideprice.info

name = View Price Permissions
description = Add a permission to view prices. Allows you to hide the price for anonymous or other roles.
core = 7.x

dependencies[] = commerce_product

hideprice.module

<?php

/**
 * Implements hook_permission().
 */
function hideprice_permission() {
  return array(
    'view any product price' => array(
      'title' => t('View any product price')
    )
  );
}

/**
 * Implements hook_field_access().
 */
function hideprice_field_access($op, $field, $entity_type, $entity, $account) {
  if ($field['field_name'] == 'commerce_price' && $entity_type == 'commerce_product') {
    return user_access('view any product price', $account);
  }

  return TRUE;
}