I am a fan of sniping on Ebay, for a lot of reasons that have been discussed on other threads. It's become my habit to bid through Auctionsniper, no matter how big or small the item. I just find it easier and more effective.

Yesterday I had a new experience (I don't do a whole lot of Ebay-ing), although judging by some web-discussion I've found, this has been going on for at least a few months: I had entered a snipe bid on an item, and that bid was not accepted by Ebay. Apparently in an attempt to curtail hijacking of accounts, Ebay occasionally (I assume randomly) displays a verification window when a bid is placed. Because my bid was being placed by a third party system, I wasn't there to verify the bid, and it didn't go through. Of course I don't know if I would have won the auction, but I do know that my bid was more than double the lone bid that won the item.

I only use Auctionsniper, so I don't know if this problem is plaguing other sniping programs, but I don't see why it wouldn't.

Just a word of warning. In my case this was a small item of no real consequence, but if it had been an item I really wanted or needed, I'd be pretty bummed.