I was asked recently whether I'd prefer Zach Britton at $6 or Jacob McGee at $11 for next year. I answered Britton, though at this point neither pitcher excites me.
I did tell the questioner that one significant minus for McGee is that there is no way of knowing whether or not McGee will be closing for the Rays next year. Kyle Farnsworth is still in Tampa and has a pretty affordable $5.25M club option for 2012. This doesn't mean that the Rays won't trade Farnsworth between now and next April, but I'd assume that Farnsworth is the guy until I see otherwise.
This is the big problem with speculating on relievers in August for spots on your roster next year. All sorts of things can happen between now and your freeze date.
Does anyone remember the Mariners closer carousel in 2009? Roy Corcoran, Miguel Batista, Tyler Walker and Mark Lowe were all in open competition to be the M's closer, but the eventual winner of the job was David Aardsma, who no one took all that seriously until he actually won the job in mid-April.
Aardsma provides a good example of why we shouldn't dump for potential closers. He went for $2 in my home league and provided great value for two years running. You're obviously not going to have every $2 reliever turn into David Aardsma, but you can find guys like this cheap at auction - or even in your free agent pool. That same year, Andrew Bailey went un-auctioned and was picked up as a free agent.
Some of this is true of starting pitchers as well. However, teams are less likely to pluck an obscure pitcher out of thin air and stick him into a Major League rotation. The guys you're dumping for mid-season are more likely to stay in the rotation...or at least have a shot at making the rotation in Spring Training. Bruce Chen might make the Royals, but he's a placeholder at the back of the staff, not a guy who is going to take jobs away from better prospects if or when they're ready.
In general, don't build your team around possible closers. If they don't get the job, they are almost definitely not going to be worth keeping the following year.