Attaching taxonomy data to post with wp_insert_post

Use wp_set_object_terms after you have the post id for each taxonomy:

...
$post_id = wp_insert_post( $my_post );
wp_set_object_terms( $post_id, $location, 'location' );
wp_set_object_terms( $post_id, $sale_rental, 'sale_rental' );
wp_set_object_terms( $post_id, $price, 'price' );