I think 'the" should be dropped. It is the mistake you make the most in the English therefore I will draw the attention of the other Dl learners.
Sorry Robin, I disagree. I think 'All prices include delivery' would be a very natural expression to use, e.g. on websites etc.
Here's one for those demanding useful phrases.
in danish you can barely hear the end of the word "leveringen" (THE delivery). It sounds like just "levering" (delivery). I have reported that the danish sound is not good.