I've become increasingly transparent with pricing. I let the buyer know that any marketplace they choose is fine with me...I tell them the price of my domain, with payment in full being made within 48 hours, is X.
If the marketplace they prefer has a 25% commission, I let the buyer know up front that the extra will be added to my quoted price of X.
More often than not, their preferred marketplace turns out not be such a big deal after all.