I get nervous too and consider it all part of the game of sniping.
If I've done my research and know the same item is out there in ebay-land if I lose a particular auction, it's no biggie. But if it's something that comes along sporadically I start getting nervous that I might lose my must have item. So far that hasn't happened tho. I've only lost one item I've sniped with AS. As soon as I lost (I happened to be watching the auction when AS did it's work) I did a search and found the exact same item had been listed just that day. It had a BIN price that was lower than my orig. max. bid and shipping was lower too. I made out better than the person who outbid me on the auction I sniped. Yay me!
So if you lose, you lose. There will always be another (unless it's a handmade, one of a kind item in which you have to decide how badly you want it).