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I have never been to a firearms auction. How crazy were the prices?
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I was out of the room for most of the auction, so I didn't pay much attention to sale prices.
You can go to the website for the auctioneer and look at past auctions with sale prices. Make sure you know if the price listed includes the buyer's premium.
Mark sure to go to the preview and look at anything you are interested in.
Definitely have an idea of what your limit is on any item you might be bidding on because the auction tends to go quickly. Bring something to read or better a friend to hang out with.
ETA: I have made some absolute great buys, some decent buys, and probably a couple of poor buys. I have also seen stuff go for stupid prices (22 LR value packs for $50+ each, $700 Glocks). I have also seen a bunch of really, really cool guns. The best part of these auctions is you never know what will be in the next auction.