Broken,
Just like in any auction the highest bid will usually win the item up for bid. You are probably just not not hitting that high point during your bidding process.
I can almost guarantee you that on some of those super rare coins at Heritage the reserve that has been set is exorbitantly high.
Since you seem to be somewhat disturbed my these recent chain of events my unorthodox suggestion would be to contact the auctioneer in advance of the auction that you want to participate in.
Then explain to him/her your dilemma (preferably by phone if possible) and request that an I'm be sent to you once the highest bid has come in on the item you wish to acquire.
To the best of my knowledge this procedure should not violate any state or federal auction laws and would ultimately create a 'legal' win-win scenario for both you and the auctioneer:
a) you - winning the desired item and
b) the auction house - obtaining the highest possible price
Please let the CC know if you ever win one at Heritage.
I personally would love to know if my suggestion really worked for you.
Obviously, remember to decide on your highest allowable bid after doing your pre-auction research to avoid getting taken to the cleaners

even if you are emotionally attached to an item.