[JWait]

When the customer chooses an option the price should change dynamically (automatically) to whatever the price is for that option. It only displays $0.00 for "our price" if you have no "list price" or "sale price" set, and no pricing on your options.

You should set a "base price" and put that as the "list price (our price)"... then adjust the pricing in the options section of the product. You didn't say if your options are a "price modifier" or a "product variant" and the way you set pricing is different depending on which on you choose.