In no particular order (Use escrow services on all of them. Using PayPal directly to the seller or accepting directly from the buyer is just asking for trouble.).
I've used escrow, sedo, afternic. Escrow.com is probably the widest used. They are usually quick. Sedo/Afternic are much slower with the transaction. I liked Sedo because their fee includes the wire transfer to you. Moniker is probably the safest escrow. If they are cheaper as the price increases, then they'd be worth it. Other things to consider is whether you make buyer pay the fee, or you split it.
In no particular order (Use escrow services on all of them. Using PayPal directly to the seller or accepting directly from the buyer is just asking for trouble.).
Pretty much on the money except I would put Moniker at top when we get to mid-high xx,xxx range. I personally use Sedo, escrow, moniker in that order ranging from lower sales to larger sales. My first and only big sale- Monty himself got on the phone with me when I had some concerns.