It is difficult to find which registrar will register your 2 letter country specific domains. Prices also vary significantly from one registrar to another. I have a list of ccTLD domain registers here. If you are about to buy any countrycode domains, use this. All prices are per year.

.im domains (Isle of Man)
Name.com $4.99. Yes. it is that cheap.

.is domains (Iceland)
DomainnameShop $68.95

.ly domains (Libya)
Libyanspider $75

.gg and .je domains (Channel Islands)
Channelisles £39.00. Manual process. you give personal details and pay online. They register the domains in 1-2 days and send you a confirmation. Same process applies for renewal, name server change etc. So be ready with all the info while registering itself.

.to domains (Tonga)
Tonic.to $50 (2 years minimum commitment needed)

.gd domains (Greneda)
.tc domains (Turks and Caicos Islands)
.vg domains (Virgin Islands)
AdamsNames.com $50 + 15% VAT for EU Residents

.io domains (British Indian Ocean Territory)
nic.io £60.00 + 15% VAT for EU residents

.st domains
NIC.st €35 (If the .st domain name is short or is premium, it is going to cost a bomb)

.at domains
Marcaria $35. This company registers large number of different ccTLD domains. But the whois says the registered email id for any domain is their own company contact. So, bit worried about it.
NIC.at €72 first year and €36 afterwards.

.uz domains (Uzbekitan)
noc.uz $89

.mx (Mexico)
Currently not offered to public. But public registry opens on September 1, 2009. You can buy it from that date from say, GoDaddy. But if you own the com.mx version of your domain name, you can register .mx right now. Watch this space for prices.

Feel free to add more ccTLD registrars. Especially when you see domains are cheaper there. Enjoy!

this is freaking expensive

All look so expensive!!!
It's ok for companies, statups to go for them, but for individuals it's way too expensive!!
Even .im, it's $4.99 at only name.com. At other places it's also very high! (idotz.net charges 49.95 USD for .im!!)

Yeah. the ccTLDs are comparatively high priced. .im got the prices slashed recently. I think the prices are high because a small organization will be controlling the registry and they are not selling in high numbers like TLDs do. So operational expense is high for them and only way to make profit is to keep the price high. Bad for the buyers.