Please feel free to mail me your own tips and I'll list them here for everyone to read.
Bidding is normally fast and furious, especially towards the end of the auction.
Sometimes the first few weeks are an 'open' auction format in which anybody can bid, but the last few days are a 'closed' format and exclude new bidders or restrict the number of bids per person. With the normal sales format, in-demand cards are bought immediately. Updates should occur regularly. Prices for cards will vary from state to state and even from store to store. If you're buying over the net and you're not sure about the credentials of a vendor, ask for references and contact numbers.