Start an auction. Immediately save the game when the auction screen appears.
Quit the game and reload your saved game. Almost all of the time, the CPU
players will pullout of the auction, allowing you to get the property for the
cheapest price. If this does not happen, reload the game and try again.
Megapolitan bonus scenario:
Finish all scenarios with any character. After the ending sequence, you be
given a new scenario to build a Megapolitan. You will have $200,000,000 to
build it, with no rival leaving you free to build your own city.