I’ve had good and bad experiences of auctions, but I would say that (depending on how much your planning to spend) private sellers are a slightly better option.
Firstly you can take a mechanic (if you know any) and have them take a good look over the car, secondly you can take it for a good test drive (something you cant do at the auctions), thirdly I would bet you can knock a private seller down to not much more than auction price once you start waving some cash at them and they know our serious.
Have a look through local papers and admags, and the autotrader (although its a bit gash now), but do go to the auction.
Car prices are like everything else though and are very region dependant, so you may be able to pick up a better deal by looking a little further outside your local area.