I've often wondered about the eye-popping prices for things like Himalayan sea salt (for one thing, there's no sea in those mountains) and hand-gathered fleur de sel from France. I've never been energetic enough to buy some and taste-test it -- besides, I'm too cheap. Finally, an article by Harold McGee a couple of weeks ago reported on this topic offering to sort out the "whirlwind of obfuscatory hype" that surrounds the labeling and use of fancy salts.
Here is the bottom line: "different salts do indeed have different tastes, even when the solutions had the same concentration of sodium." That said, "the differences themselves were generally small. ... Tasters significantly preferred chicken broth and bratwurst made with an inexpensive white sea salt over the ones made with kosher salt. Batches of those two foods made with gray sea salt, or sel gris, and fleur de sel fell in between."
Although altogether the reported studies showed that the result of using various types of salt isn't highly significant, McGee still suggests that adventurous or curious cooks might enjoy experimenting. I appreciate his point of view, though I might still be too cheap to pay the eye-popping prices for the most hyped salts.