Like others, I've found the Thompson auction site less than ideal, with an unfriendly layout and high prices. I have found that there can be deals on the auctions for packs and samplers -- picked up a pack of 9 cigars (3 CAO Brazil Gol!, 3 La Flor Dominicana 2000 (robustos), and 3 La Gloria Cubana Wavells) plus an ok cutter for $25, and a pack of 15 cigars (5 Cohibas, 5 La Aurora 1495, and 5 LFD Double Ligeros) for $45. Not bad deals for cigars of this quality, especially compared to what you'd pay at retail (for comparison, at CI, the 5 Cohibas would be $44, the 5 La Auroras $36, and the LFDs aren't available in 5pks).
You have to pick through a lot of crap (and a lot of it overpriced) and be patient, to be sure. Also, be aware that if there's an auction item of premium cigars at a pretty low price, it almost always gets bumped up to the "featured auction" portion of the page very quickly, so the strategy of getting in early and setting an autobid is especially important on these.
Finally, be aware that once you buy from Thompson, they get their telemarketers after you. I've never had this happen with any other sites, and, for me, it's a big turnoff, although others may be less sensitive to this than I am.