I was just given my grandparents Steger and Sons vertical player piano. It is in great working order and I have many rolls for it. I am trying to figure out it's value but I don't know where to go. Any ideas?

This piano sounds like it is a good one.
There is some information on the internet about Steger and Sons which were built in Illinois in a company owned town. As to the value it will vary. I am doing research on a player that I am repairing now and will pass on any information I have. Make sure you store the player rolls in an environment that does not subject them to heat and high humidity.