Aside from ebay, this site has the biggest cross section of Sonic Youth goods I've seen online. Lots of rarities. It isn't an auction though. You can buy stuff from different countries (this is where I got my Halloween II 12", from the UK) but you may pay a bit more.
http://www.gemm.com/search/artist/SO.../SONIC--YOUTH/
If there are any other places comparable to this, link it here.