Access denied on price set page
I had a similar problem (CiviCRM 4.6) and solved it as follows:

The price sets kind of belong to the event component, and therefore they require not only "regular" CiviCRM permissions, but also access CiviEvent. Since the CiviEvent component wasn't enabled, the permissions weren't there, and the admin user didn't have them.

After enabling CiviEvent and giving CiviEvent access (in Drupal) to the administrator role it worked.