There are three situations I can think of.
1) A domain which sells itself, short, dictionary, etc..
2) A decent domain which needs marketing
3) A domain which is difficult to sell
I am assuming you are asking about #2 and #3.
For #1 This is an investment domain, price goes up and down, so it depends on your needs and investment strategy.
For #2 I would recommend hiring a broker to make calls / send email to potential buyers.
For #3 I would say list the domain and wait for an offer, sell and move on.