Costs are very difficult (if not impossible) to find. Financials are available for public companies, but only include what companies are required to disclose. The resources listed are your best bets for finding information to help you estimate costs for your own business.
Sometimes you can find ad rates for specific newspapers/magazines, tv, and radio stations by searching their websites. Look for their 'Media Kit'.
Use these websites to search retail listings for commercial space available for lease to get a sense of rent costs for your desired location.