Cashier's Checks

Should I bring a cashier's check or proof of funds?
Always bring a cashier's check. That guarantees that you will be allowed to bid. Proof of funds may be good enough, but there is no guarantee that the judge will allow it.
Should I bring several cashier checks in small denominations in addition to the main check? No. Your main cashier's check is good enough. That gets you into the bidding.
How do I know how much money to bring? Ask your agent to ask the listing agent. Ask what is the minimum opening bid amount.