I've bought several domains in the four figure range. Even bought one off GregR, but for only $500.
I think purchasing domains at $1,000-$6,000 (at least for me) can be a more profitable venture. Then patrolling deleted name lists for hours, searching for mediocre domains. You're better off buying a premium name, where the quality of the domain is not a toss up between each individual. But rather agreed upon by most, as a great domain.