With closers, it probably depends more on availability than anything else (your scoring format too, of course). Look for teams with either:
A huge lead in saves.
Only one closer, and no hope of gaining much ground.
A closer coming off the DL soon.
A desperate need for an of.
In terms of pure value (assuming 5x5), look for one of the lower-tier guys, or someone who is perceived as having lower value than the star closers. Jimenez could work well, for instance, but it all depends on finding the right situation. Good luck!