<<any such club site? Any pro's or cons? Does Mass sell tax liens? thx>>
It's really better to buy things directly from the county because you do not have extra fees added to the ownership of the lien. Transfer fees, depending on the lien and the state, could be from $4 per certificate to $16 per certificate or more. Aggregate that and you find yourself with less income.
There are two strategies in tax lien investing though, doing it to get immediate return or doing it to get the property. With lien exchanges, you are more apt towards the latter strategy (doing it to get the property) because it's hard to make money off exchanged liens.
That's my two cents worth. If you want more education on tax liens, I suggest you read up on it.