I've bought or helped buy around 10 horses/ponies from auctions. Only one was mine, the others I bought for the stable I work at or a friend. I love to go even if I don't buy anything. The ones bought for the stable end up being trail horses for tourists. So far, no duds.
Before we'd buy a horse for almost a grand, and good pony was around $300-$400. Now a good horse is around $400-$500, and a pony is around $100.
You could find just about any breed at an auction. Around here most of them are Paints, QHs, Appys, Drafts, OTTBs, OTSBs, Arabs, TWHs (or anything gaited), Mules, and just mutts. Gaited horses, Mules, and OTSBs are very popular around here I have found.
The Black Friday sale is coming up, but that's in Shipshewana, Indiana.