There was a puppet up for auction sometime last year that came from the Muppet workshop actually. It wasn't a Muppet character though, it was someone's original design some of the builders did for a fellow who apparently had a connection to Carrol Spinney. I think it was going for a couple thousand.
Incidently, those Muppets don't come cheap. I've heard the international co-productions are charged as much as $10,000 for a basic "anything" Muppet and the Muppets used for the VEE Entertainment shows cost about the same.