Aah. The Uber Calculator that rules them all.
If you just want to use one, there is an excellent emulator for the HP41CX for Windows, OSX and the iPhone/iPod Touch (I have these on my computers at work, the iMac at home and on my iPhone). It is an emulation at the microcode level and implements normal programming, all the ROM functions of the CX, synthetic programming, the ROM modules, printer and so-on as well as the usual user functions.
http://www.hp41.org/Intro.cfm
This site also has the ROM images and PDF's of the manuals.
On eBay a good 41CX commands $US300 and I have seen mint ones at $3,000, they are collectibles.
Cheaper to buy an iPod Touch and put the emulator on that - which is very close to the real thing, I should add - than to buy a real 41CX in good nick - they are becoming serious collectibles if they are in the condition mine is.
I happen to have a HP41CX in excellent (100% working unmarked and keys perfect) with the original HP manuals in excellent condition. But not for sale.