Two issues.
1. The problem, at least for 4.4.5, with flyclothing's code is that it will only show results for top categories, and ignore subcats. Here is the correct code:
PHP Code:
{capture name=menu}
» <a href="/search.php?mode=search&including=all&by_title=on&by_descr=on&by_sku=on&search_in_subcategories=on&price_min=0&price_max=25&by_fulldescr=on&by_shortdescr=on">$0 - $25</a><br />
» <a href="/search.php?mode=search&including=all&by_title=on&by_descr=on&by_sku=on&search_in_subcategories=on&price_min=25&price_max=50&by_fulldescr=on&by_shortdescr=on">$25 - $50</a><br />
» <a href="/search.php?mode=search&including=all&by_title=on&by_descr=on&by_sku=on&search_in_subcategories=on&price_min=50&price_max=100&by_fulldescr=on&by_shortdescr=on">$50 - $100</a><br />
» <a href="/search.php?mode=search&including=all&by_title=on&by_descr=on&by_sku=on&search_in_subcategories=on&price_min=100&price_max=200&by_fulldescr=on&by_shortdescr=on">$100 - $200</a><br />
» <a href="/search.php?mode=search&including=all&by_title=on&by_descr=on&by_sku=on&search_in_subcategories=on&price_min=200&by_fulldescr=on&by_shortdescr=on">$200+</a>
{assign var="additional_class" value="menu-categories-list"}
{/capture}
{include file="customer/menu_dialog.tpl" title="Shop By Price" content=$smarty.capture.menu}
I removed the <li> so that you can add whichever bullet characters you like. Yes, the increments overlap. For my store, I'll never have items that sell for those round numbers.
2. I use X-Cart Mod's Smart Template. If you want to put this in the right or left panel, paste in /skin/smart_template/custom/home_2col_left.tpl or home_3col.tpl or home_2col_right.tpl depending on your chosen layout.