If you're going to Brightwells and haven't been to car auctions before, I'd recommend you go along without your wallet first time round to see how it all works.
I looked into it but to me, the risk of buying a crock o' junk for a tiptop price was too high. You really need to be on the ball, and as Henry says, the prices tend to be high.
IMHO you'll get a much better deal by keeping your nose to the ground and buying privately. For example, I paid £2750 privately for my first Disco, at a time when similar vehicles were going for £4K at Brightwells.
The other thing I've often wondered about is buying in the Republic of Ireland. Prices seem to be somewhat cheaper over there, and as far as I could make out, the only charge you pay to import a second-hand vehicle from the RoI is about £35 to re-register it. However, don't quote me on this, I may have missed something important!