Yes. I find it wonderfully liberating to be able to place a bid whenever I see something and then forget it until I either win or loose. It also allows my wife and I to avoid bidding against each other by accident. Does it save money? I think so, but the convenience factors and time saving is more important to me.
I used to use cniper.com but it seems to have closed down - used auctionsniper after that and was very happy with it. I'd never bit on an auction without using some sort of sniping software.