don't use auction sites if you are new to cigars. you'll make a mistake and overpay. you need to be sure that you're getting a deal.
i typically use cigarbid.com. which is owned by cigarsinternational.com (and generally has decent prices). if you're using cigarbid you have to be at least aware of the normal CI price. it is a good place to "practice" by researching between the 2 sites.
don't forget to factor in shipping and tax (if applicable).
also, make sure you know what you're bidding on. i've seen $300 bids on empty PAM / PAN boxes or 5 Packs. read the descriptions carefully.
for the well informed (which is anyone who did a little homework, it ain't rocket science) auction sites can be a places to find very good deals. my rule of thumb is to only buy things if i can save at least 25% over the best price i'd found for the same item at other retailers