I just finished Blitzen and here are a few tips for the higher levels:

1. Have minimum 6-7 million on hand. I spent around 7-8 million in the last few levels.

2. Start the mission when a lot of people are online.

3. Find out which shop (if any) restocks the item you are looking for and keep checking there.

4. Check your own attic, gallery, and trades. Sometimes I forget what I have.

5. Search shop search to see if it is there first.

6. Then trades. Open lots of trades until you find a player online. OVER OFFER and follow up with a MM saying you are on Blitzen.

7. Search galleries. Open several galleries until you find someone online. MM them asking if they will sell. KNOW THE GOING PRICE and again, OVER OFFER.

8. Post a help thread in the mission section of forums. It is helpful to put the item you need in the title.

9. Do 6, 7, 8 at the same time.

Good luck!! (Feel free to comment with your own tips.)