actually a sticky thread may not be a bad idea. I read the target threads current page every day or so to get a handle on the current prices people have found. The same could happen for auctions. Nobody's going to read every page of an auction thread, just the current one to find out the current auctions. Deleting threads for past auctions would become moot.
I still like the idea of an auction forum. Threads for good sellers, bad sellers, outrageous items, and good deals would be a welcome addition to CAG and all in one convinient section, filtered from all the other business at CAG.