Jerry, with collectiblescentral.com you can setup a want list and they will send you emails notification with things that match your want list. I know it doesn't cover all the auction house, but I know I've gotten notifications of matches for Sterling, Mile High, LOTG, SCP, and Brockelman. It has been a long time since I modified my searches so don't remember how easy it is.
The other thing i've done is simply to network with other collectors. We keep an eye out for things that we know the other person is looking for and let them know when we find stuff (and occasionally just buy it and sometimes just buy it to ensure they get it). I know this has helped me get a couple cards and I've made other collectors aware of things that they have ultimately acquired. This works well if you are looking for a specific set or two or a small number of specific cards.
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Current Wantlist:
E92 Nadja - Bescher, Chance, Cobb, Donovan, Doolan, Dougherty, Doyle (with bat), Lobert, Mathewson, Miller (fielding), Tinker, Wagner (throwing), Zimmerman
E/T Young Backrun - Need E90-1
E92 Red Crofts - Anyone especially Barry and Shean
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