Folks I've talked to that have sold at them complain about the first couple of years just getting things lined up and it does cost.
Buying at the sales you will get some really good heifers bred to good bulls. Generally the ones bred AI are bred to breed leading bulls. Pfred is real popular at the sales I've been to. The cows are framier then I like but there are only occasionally cows that aren't eye catchers.
i have some cattle from one of the sales . all the heifers were AI to an angus bull ( hall of fame ) , all have done great ....... BUT i know the breeder ....... as with any sale you have to be careful, ask questions a good breeder will stand behind his cattle...