There is a Quick Start guide to create a God and launch a party. It is located in the docs directory, but is unfortunately very *very* short (two pages). At least, you cannot say there are no tutorial.
Dominions 1 demo was too big on the other hand. There was almost everything, all nations, no turn limit, you were only lacking a few elite units and spells above level 4 (IIRC). You even had the manuals of the game in a PDF format.
I agree with you though, Dominions 2 is lacking some help for newbie players. And you may not be patient enough to check for resources on the web.
As for your second point, the price tag seems fine for me, but games are a bit more expensive in Europe I believe. Dominions 2 costs much less than almost every game when it launches (in France at least), especially with the current exchange rates. However, the shipping costs are expensive. (And I cannot buy the game for now, but that's another matter. *Grumbles*)
And the graphics and music are impressive for Dominions 2, when you have played the first game at least.
(There was no music, the graphics were... erh rough, and sound was rudimentary) However, I believe the price tag needs to be higher since less players will buy Dominions 2 than, say, AOW. (And there is not that much of a market for TBS games so.) The look of Dominions 2 isn't that bad really, and the music is enjoyable.
AOW:SM may be cheaper, but I never really enjoyed this game. Your average nations, a very limited list of spells, your average limited AI, while the multiplayer options are not that great. (No strategic battle, but instead figures and formulas when playing PBEM against humans. Strange) The graphics and sound of this game are impressive, but in the end, I would rather watch AOW than actually play that game.