If you'll be bidding it is always best if you can make them out to yourself. That way you can sign them over to whichever trustee happens to represent the property in question.

Otherwise have them made out to the trustee of the particular property you are bidding on (note that this is a real problem if you plan to bid on a few and only buy one).

Finally, don't forget to bring your drivers license (or other photo ID), the vesting you'll want to take title under, and your social security number, or if buying for a company the federal tax id.