Change of User Names
Be suspicious if most of the bidders of an auction have recently changed their usernames. People change their user name usually for a reason which could be hide the feedback that they might have received in the past. Most auctions allow users to change names and also highlight that fact next to username during any ongoing auction. If most of the bidders have recently changed names, you should not let this fact go unnoticed.
What can you do
If you have already placed a bid and suspect that you are being shilled, then cancel your bid. Most sites will allow you to do this as long as you provide a reason. This will be published in the auction's bidding history and you could come under some attack by a seller. However, if you legitimately feel that you are becoming a victim of a shill, don't be afraid to cancel your bids. If you are not the high bid, then just drop out from further bidding. Further, to avoid being caught in the heat of the moment of bidding too much, set a bidding limit that you are willing to go and stick with it. This is good advice not only to prevent you from being exploited by a shill but also to ensure that you are not overpaying in general.