Felix,
I find something I want, maybe an old out of print book like this:
http://cgi.ebay.com/FIREARMS-CURIOSA...item4aa63be22d
I would put in on my watch list and make a note of when it ends and decide how much it is worth to me. At about 5-10 minutes to auction end I would log into my ebay and open the auction. At 60 seconds to go I type in my maximum bid and at 9 or 10 seconds to go I click "bid". No muss, no fuss, I either win at a price I can afford or I lose and find another action at a later time. No one knows I am even interested in the item so anyone else who has bid or is going to bid is less likely to bid high.
The best I have ever done is a book that was last printed in 1917. It was worth between $700 and $900. I got it for $33 after shipping. It is the pride of my library.