The conventional values are as follows:
White, $1
Yellow, $2
Red, $5
Blue, $10
Grey, $20
Green, $25
Orange, $50
Black, $100
Pink, $250
Purple, $500
Burgundy, $1000
Light Blue, $2000
Brown, $5000
and that`s usually what you`ll find in a casino (although there are certainly some variations and it`s not a universal rule). Last time I played in a live game, the dealer had Gold chips on her rack. Didn`t know what they were (and didn`t want to ask and look like a noob).
Of course, in a home game you can pretty much please yourself, and Welly`s suggestion should work fine.