The problem with closers is that even the most elite such as Gagne do not command an elite field player. In drafts closers aren't picked until the 3rd round at the EARLIEST.
Not to say that you should accept Jeff Conine either. Just don't expect Pujols, Sosa, Vlad, Giles, etc.
Look for a high second tier guy like a Cabrera, Drew, Guillen, Dunn, etc.
"Mr. McGhee, don't make me angry. You wouldn't like me when I am angry!"