It's impossible to give estimates. Prices vary on the following :
Quality of door
Company overhead
Market in which you reside
Quality of installer
Complexity of install
Material; steel, fiberglass, wood

You can get a cheap door ( low quality) at Home Depot or lowes; or you can look at a higher end door such as HMI Doors or Provia. I would also strongly recommend using a company that also is a dealer of the respective door. Do not hire " A family friend", a handyman, or a painter that claims he can also install doors for a cheap price, invest your hard earned money wisely.

Thanks for the tips.
I am trying to understand the relative cost differences rather than the absolute costs.
So all things being equal, what would be an approximate cost for a mid-range install?

+1 . Far to many variables to quote accurately, and furthermore, they price that he or I may quote may be nowhere near what a company in your area might charge ( for better or worse) ....
Just for the sake of a relative comparison, I'd order the, as follows :
French door or bay window: $3-$5k
Sliding door $2k
Window $500-$2k depending on size options etc.

I'll reiterate that these prices are beyond ballpark, and possibly not even in the same zip code, but at least should give you some ability to decide which options may or may not be worth the expense. I assume that is what you were looking for? ... Also, you did not mention if this will be installed into a new addition, or cut in to an existing wall. That will profoundly affect the price as well.

A regular window or sliding door will offer function and value overall. The French door or bay will add more drama at a higher cost. Whether or not that is worth it depends on your personal preference, and the style of your home.

Bear in mind, a price can increase dramatically if the door needs to be painted or stained.
On a sliding patio door for example, 2k for an average vinyl door with the most basic install may be normal in Alabama but more towards the 2500 mark in the New York area. Add a triple pane glass option or a wood grain option with upgraded hardware and the price jumps quite a bit.
We just installed a textured steel French door with a basic install and it was 4100.

Absolutely agree :)

in the louisville,ky. area, I paid $4K incl. labor for a set of Provia 3/4 lite steel french doors and a set of provia storm doors..this included all hardware..as others mentioned, your estimate may vary due to location, style of doors, etc..

Petra that was a great deal regardless of location. Provia makes an excellent product and usually does not come cheap.

this HomeSealed and petras52! those are the numbers i am looking for. it helps

btw, the installation will be into the new addition.
does it make any construction cost difference to prep for a french door vs a regular window?

That is not my area of expertise, but I would imagine that any difference would be fairly minimal.

we talked to a contractor who give us some idea
A french door might cost around 5000 installed
A sliding door around 1000
3 windows bay/bow window about 1200

As we are doing 500~700 addition, so the structural framing difference would be very minor
we are in north CA.
hope this helps for anyone needing to make such decisions

Only one suggestion, if you use a slider or 3 window bay/bow combo pick a better brand as the will be crap at that price!