Glasshouse by Charles Stross on Amazon kindle: 7.19; at the publisher: 24.95
Runes of the Earth by Stephen R. Donaldson on kindle: 8.99; at the publisher: 16.00
To be fair, a very high fraction of what I'm skimming over at Penguin's eBooks is actually available on kindle, unlike Baen.
I'm thinking that Baen maybe doesn't care too much if they sell anything over on Amazon; they probably get more per item by selling it themselves at a lower price, plus they get people looking more exclusively at their product, less distracted by the rest of the world. In general, it's considered poor form for publishers to sell direct and undercut booksellers (even internet booksellers).