I haven't bought a vehicle off GL (yet), but I did get a 30' box trailer last year.
The experience wasn't terrible; there are things to keep in mind. One is that you will be filling out a lot of paperwork. None of it is awful, but they want specific information, submitted a certain way. Make sure you can get a good hi-res image of your driver's license to send in with the EUC.
The second thing is that it is going to take longer than you think. You'll submit your EUC, and wait, and maybe make changes, and wait, and they'll want something else, and you'll wait. It was a month from the auction end until I got to the payment stage of things, and another few weeks until I could go pick up.
Have access to a fax machine. GL (at least the Arizona office) is pretty good about responding via email as well.
Other than that, standard vehicle auction rules apply. Inspect in person if you can, arrange for transportation well in advance, plan on NOT being able to drive it immediately, etc, etc.
There's tons more info if you poke around this site. Good luck!