All depends on your budget and the marketplace. Most marketplaces allow you to place a proxy bid, which is a great feature for those who cannot be around their device around the end of the auction.
If you're bidding on a domain on NamePros, again, it depends on you. If you are sure that others users would bid over you because the domain is really good, then I'd say place a high bid. But if you're patient and wouldn't mind seeing people bidding over you after each bid you place, then bid gradually according to the increment.