The Collaborative International Dictionary of English v.0.48:

Prig \Prig\, v. i. [imp. & p. p. Prigged; p. pr. & vb. n.
   Prigging.] [A modification of prick.]
   To haggle about the price of a commodity; to bargain hard.
   [Prov. Eng. & Scot.]
   [1913 Webster]

The Collaborative International Dictionary of English v.0.48:

Prig \Prig\, v. t.
   1. To cheapen. [Scot.]
      [1913 Webster]

   2. [Perhaps orig., to ride off with. See Prick, v. t.] To
      filch or steal; as, to prig a handkerchief. [Cant]
      [1913 Webster]

The Collaborative International Dictionary of English v.0.48:

Prig \Prig\, n.
   1. A pert, conceited, pragmatical fellow.
      [1913 Webster]

            The queer prig of a doctor.           --Macaulay.
      [1913 Webster]

   2. A thief; a filcher. [Cant] --Shak.
      [1913 Webster]

WordNet (r) 3.0 (2006):

prig
    n 1: a person regarded as arrogant and annoying [syn: snob,
         prig, snot, snoot]

Moby Thesaurus II by Grady Ward, 1.0:

45 Moby Thesaurus words for "prig":
   Brahmin, Grundy, Victorian, bluenose, clout, conformist, cop,
   egghead, elitist, filch, filcher, formalist, genteel, goody-goody,
   heist, highbrow, larcener, larcenist, mandarin, mid-Victorian, nab,
   name-dropper, nick, old maid, pedant, pilfer, pilferer, precisian,
   precisionist, priggish, prissy, prude, prudish, purist, puritan,
   puritanical, purloiner, snob, stealer, stick-in-the-mud,
   straitlaced, stuffed shirt, stuffy, thieve, tufthunter