If you use a combination of the online auction site eBay, events organizer iCal and the browser Safari, then you shouldn't be without eBaytoiCal.
Quite simply, if you're browsing an item on eBay, eBaytoiCal creates an event in iCal for the auction date. The way it works is that it sets a reminder 15 minutes before the end of the auction with the name of the event and the URL of the item you're viewing. Note however that it works for all major eBay sites including USA, Germany, Austria, Hong Kong, India, Australia, Singapore, Belgium, Canada, The Netherlands, UK, Spain and France.
Unfortunately, it only works with Safari but if you use another browser, you could just always use Safari for eBay bidding as using eBaytoiCal is a much easier way to remember bids than manually entering them into a schedule or diary. The only other downside is that it does take 10 seconds or so to add the entry in which time iCal was hanging for me. Once entered however, it was neatly highlighted in red with full details of the event and bidding time. You can also configure when exactly you want the alarm to go off.
It's a shame it doesn't work with more browsers, but for eBay and iCal addicts, eBaytoiCal is an essential add on to make sure you never miss another bid.