Conan's first appearance was in the Weird Tales from December 1932... it can run from Good=~200.00 VF=1000.00+
Conan's first appearance in comics was in the Mexican comic Cuentos de Abuelitos, sometime in 1952 (not sure which issue, as it was an anthology title, and info is spotty at best on it.)
Good luck finding a GD for under $500 these days. That seems to be the entry for a decent complete copy. VG-FNs are going for 1K now. This book has really gone up in the last couple years.
Forrest, here is the 12/32 issue with the first Conan story, "The Phoenix on the Sword" including the first illustration of Conan. (thumbs u