I bought a van last Oct, site unseen. Granted, it was a $1900 van, so I wasn't too terribly worried about getting scammed. I flew into Chicago to get it. For the most part, I feel I got a decent deal.
BUT, there were a few things that I wish I had known about beforehand.
my advice, ask every question know to man.
Do research on the vehicle, visit forums and find out what common failure items are for the vehicle, ask related questions
DO NOT give any money (screw the $500 within 48hrs of the auction close BS) before you have examined the vehicle
and finally, ask questions