I buy almost exclusively from auctions. Even though they have raised the starting bids, Cigarauctioneer.com is still my favorite site, as there is far less competition, and bidders there for the most part aren't willing to pay as much as those on Cbid. For regular auctions (English) get you bid in as soon a possible, setting auto bid to the highest you are willing to pay. This is especially true for Cbid, where your bids should be placed the second a lot opens. Be careful when bidding on Yankee (Dutch) auctions, as there is no auto bid, so the bid you make will be what you pay if you win.
Also be willing to lose auctions. If it goes above what you want to pay, let it go. If you get into a bidding war, you'll usually pay too much.