I use the 2 window method and it has worked quite well for me. But, what you should really do is actually bid your maximum the first time you bid if you don't want to snipe. This means that if a sniper is worth paying more than your maximum than he deserves to get the item because he was willing to pay more for it than you were. If you see an item listed for $20 and the absolute maximum you would pay for it is $100, then bid $100, don't bid $50 and then hope nobody outbids you.
I snipe auctions all the time, but when I snipe them I don't enter a final bid that's more than what I'm willing to pay, and I don't bid if the item has already been bid up over my maximum. I've lost quite a few items like this, but only because the bids had gone higher than what I was willing to pay for the item.