I have. Last week, I won 25 different items from two local coin shops near my home. One coin shop did gave me a impression that I am a large buyer from his weekly auction, but I did got them at great price. I didn't go overboard on coins, but placed below average price that you can get them on eBay. For example, I won two 1964 P and D Kennedy half dollar for $9.50 each. Both coins are BU quality with possible grade at MS63 to MS64. Same coins at eBay often completed between $11 to $13 plus shipping cost. However, I did learn hard lesson with coin shop's weekly auction. Never bid on item until you have loupe with you and check it out. I did won nice Franklin Half dollar in BU quality for $15. After I won it from other time, I checked and turn out that it was a cleaned coin. Lesson learned. Here's picture of my last week winning lot.
As long as you're spending what you can afford to lose , and buying coins you like . More power to you . And like you said always check out what you buy .
I've never been to a coin shop auction before, actually I don't think any of the ones in my town do that! Very neat! Your early date Franklins are quite nice, dig the 50-D Nickel & toned Roosie too!