They asked my salary range, what should I say?

A recruiter asked for my salary expectations on a first call as I look for work as a dental hygienist. I am in Minneapolis, in case local advice matters. I also do not want to sell myself short. How do you research fairly?

Thanks for writing this out. I went through something close to it 4 months ago, and it got easier once I kept a simple log of every call and form.