Good recommendations from all. I agree with floortrader's advice to browse past sales before jumping in head first with a big purchase. Don't let the excitement of an auction competition get the best of you and bid more than something is worth. Do your research, set a price limit on the stamp, and stop bidding at that limit. Unless it is something very scarce, chances are another copy of the same stamp will come up for auction in a few months that may sell for less.
And yes, the typical 20% buyer's commission and potential sales tax will increase your top bid even higher. That said, good deals are often found in auctions. Kelleher's weekly sales (closing almost every Sunday night at 9 PM Eastern) have a wide range of US items at all price ranges. While not as fun as a live auction, you are likely to find something useful at their weekly sales, and sometimes be able to win at the opening bid. Here is a link to their sale closing tonight.
https://stampauctionnetwork.com/V/V5336.cfmA word of caution however, unlike most "Live" auctions where the winning bid is one increment above the next highest bid, at Kelleher's sales, if your bid is below the estimate, then your bid is your bid, regardless of any lower bids.
For example, if the estimate is $100, and the opening is $25 and the next highest bidder is $35 -- if you bid $50 at this sale and win, you pay $50. At other auctions, if you bid $50, you would pay $40 (one increment above the next highest bidder of $35). If you bid above their estimate, then the normal rule of one increment above the next highest bidder does apply.
Stamp Auction Network is the best aggregation of the major stamp auctions in the US (and some International). Another one worth mentioning (that is not listed on SAN) is Golden Valley Stamps in Minnesota.
https://www.gvstampauctions.com/These happen about once a month and have the unique feature of a "soft close". Unlike e-bay where there is a fixed ending time, this auction prevents sniping by extending the closing time by 5 minutes after the last bid. Interesting feature, kindof a hybrid between an Internet auction and a live auction.
Good luck and have fun!