I agree it really comes down to trial and error. From personal experience I would say Sedo is probably the worst. Bodis and Voodoo are probably the most popular with good reviews/experiences. I would probably try those two first and see how they perform as they will probably pay the highest.
I used afternic for about 4 months then switched to parkingcrew and have made more in under 2 months than I did with afternic. Also have had 4x as many offers on my domains than with afternic. just my first experiment. will try bodis or voodoo in a few months.
**edit
And the revenue increase is on less clicks and less domains, FWIW.