This is the review that finally made me get the game (a year after the initial release). I'm very glad I did, because it has been one of those rare gems that has really captivated me. Not since the release of Dominion has a game commanded this much repeat table-time with my game group. It's a fantastic game.
You mentioned that the auction system for the gods is a lot like Vegas Showdown. I want to let folks know that, other than the fact that bidding is involved, the two systems are very different in two notable ways. First, the Cyclades rules do not allow a rebid on the item if you're outbid, but Vegas Showdown does. Second, when you're outbid in Cyclades you immediately place your bid somewhere else, where Vegas Showdown requires you to wait until your turn cycles around again. These two changes make the auction system in the two games behave very differently.
As a side note, when my group first played Cyclades, we incorrectly allowed immediate rebids on the same god (making it like Vegas Showdown in this regard). After many games, I learned about the missed rule and explained it to the group. But we prefer the variant allowing immediate rebids on the same god. It turns the god track into a true market, where the final offering on each god is an accurate relection of its value at that point in the game.