star-phoenix wrote: None of my immediate friends (that live near me) collect cels. So, I don't have to worry about anyone hunting me down.

That's true for me, I don't know anyone in the same country as me that collects from the same series
star-phoenix wrote: I have been threatened and cursed by someone though. I didn't even know the guy (seriously), but apparently, I won the auction on Ebay by sniping him, and I received a real hateful, nasty e-mail. But, oh well!

Again, I've had this too, it's a shame that some people react in this way- if they really wanted the cel, they should have bid higher knowing that they could be sniped. Whoever wants the cel most is whoever will pay the most for it. That the obvious auction rule which is best played out on YJ with their "10+ minute" rule for snipers.
In answer to the original question of this thread, I tend to work things out with people if I happen to know anyone who might buy/bid on the art. In a couple of cases it's resulted in us joining forces and combining funds to get what we want (when it comes to bulk lots) so we're both winners!
When it comes down to faceless auction bidders, those I don't know, I'll go all out (up to my limit) because I don't know them from Adam. I think that I deserve the item as much as they do. May sound selfish but that's the way to do it if your a true collector. Giving in too many times and your heart isn't in the hobby- you're just playing at it.