In this tutorial, i will explain how to apply different price for different customer groups.
Let’s start with logging into admin panel.

Go to backend administrative and hover on Catalog menu.
Next, Click -> Manage Products option.

After clicking, You will able to see the list of products, but you need to search the one that you want to edit.

Click on specific product
Now, Under Product information of your Product, click on price tab.

Here, you will see many field options under price tab.

First field refer to Regular price of product.

Second field refer to Group Price in which we need to set up Group Price.
Click on Add Group Price button.
You will see new tabs appear, Now choose the customer group from the select box and enter different prices for different groups like Non Logged In, wholesale etc.

Note: Make sure your regular price is always higher then groups prices because If the regular price is higher than the 'group price' magento displays the group price, but if the regular price is lower than the 'group price' it doesn't display the group price.