Students at Auburn overwhelmingly prefer off-campus housing to on-campus housing. For the most part, it's convenient, relatively easy to obtain, and sometimes even cheaper than living in a dorm.
While off-campus housing is preferred, students still advise you to try living on campus for at least a year or so. When you do decide to get a place off campus, start looking early. Since off-campus housing is so popular, decent apartments, townhouses, and condos can fill up just as quickly as the dorms do.