I love the feeling of finding a really great domain name and winning it through an auction! Its really exciting as well in a way, almost feels like a competition lol
I once stayed up till 5.30am bidding for a premium template domain name on Godaddy auctions. I went to bed very happy at 6am after I won it 
Its the most rewarding feeling when you win the auction, and gives you a great feeling of personal satisfaction.