Before you just show up, if you intend to bid on anything, read the Terms of Payment and the Form of payment. Get any financing pre-approved beforehand.
If you are looking at real estate, drop by or call some of your local banks to see if they have any REO (Real Estate Owned) property they have for sale. Don't take their first offer, haggle with them because although they do not want to keep the property, their first offer is going to be the most they think they can get for it (think of them as a used car salesman). Also don't forget looking at county property tax sales.