I would also look at 3rd party products, such as Omni Price from http://www.rocktonsoftware.com. It can offer different pricing based on the warehouse and as it sits on top of standard pricing, you only need to setup the pricing that is different from standard.
Disclaimer: I was the original developer of Omni Price before I joined Microsoft.
David Musgrave [MSFT]
Escalation Engineer - Microsoft Dynamics GP
Microsoft Dynamics Support - Asia Pacific
Microsoft Dynamics (formerly Microsoft Business Solutions)
http://www.microsoft.com/Dynamics
mailto:David.Musgrave@online.microsoft.com
http://blogs.msdn.com/DevelopingForDynamicsGP
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