importPrices.php

<?php
$file = fopen('csv/import.csv','r');
$data = fgetcsv($file, null, ",");
$fields = $data;
$i = 0;
$j = 0;
while (($data = fgetcsv($file, 1000, ",")) !== FALSE) {
        foreach($data as $value){
                $f = $fields[$i];
                $parsed[$j][$f] = $value;
                $i++;
        }
	$j++;
	$i = 0;
}
fclose($file);
//die(print_r($parsed));
require_once '../app/Mage.php';
Mage::app();

$storeId = 1;
$idsByPrice = array();

foreach ($parsed as $item) {
    $id = Mage::getSingleton('catalog/product')->getIdBySku($item['sku']);
    if ($id) { //if the product exists
        $price = $item['price'];
        if (!isset($idsByPrice[$price])) {
            $idsByPrice[$price] = array();
        }
	//group all skus by price so you will have less updates.
        $idsByPrice[$price][] = $id;
    }
}

//now you have an array of product ids grouped by price
//$idsByPrice = array(
//    '12.99' => array(2,3,7,12),
//    '15.00' => array(9,44,22),...
//)

//die(print_r($idsByPrice));


foreach ($idsByPrice as $price=>$ids) {
    Mage::getSingleton('catalog/product_action')->updateAttributes(
        $ids,  //ids to update
        array('price'=>$price), //attributes to update
        $storeId //store view to update the attribtues
    );
}

Setup:
place file in shell/
create csv folder in shell,
place import.csv in csv folder.
set price scope in magento to 'website' in Configuration > Catalog > Catalog > Price

Based on SO answer: http://magento.stackexchange.com/questions/19322/update-price-attribute-and-save-attribute/19330?noredirect=1#19330

Hello, are you able to set different prices at Store View Level (not Store Level)? I can do it at the Website Level, but the price also gets updated in ALL the Store Views of the same website. I ask because I noticed your comments at SO, and it seems to me that you were able to set the price at Store View Level.

This should do it at the store level you just need to set $storeId to match the desired store. 1 would be the default which affects all scopes which inherit it.