I went to the charity art auction this year. I've really only dabbled in original comic art and it seemed like there were some pretty hardcore collectors there. A Thor piece by Walter Simonson (the cover of the Modern Masters book), which was presented by Simonson himself, sold for $20K.
I had my eye on a color illustration of Sam & Max by Steve Purcell. I used to own an awesome page from the first Sam & Max comic, which I sold about 10 years ago on eBay for something like $600 when I needed money. I wanted another S&M piece for my collection, but this one sold for a whopping $10K. I knew I wasn't getting this when the gentleman running the auction bid $3K before the auction had even started.
There were quite a few other nice pieces as well, like a J. Scott Campbell Hera and an original Bloom County strip.
Anthony's Comic Art and ComicConnect were there in the exhibitor's hall. ComicConnect had the original art for the Batman: White Knight page by Sean Murphy that was censored (the Joker/Harley bed scene). It was $13K.
I did see some good pieces, but not many I could afford, sadly.