I have used Ebay quite a bit, with mixed results. They are great for names that won't attract the pro domainers. A junk domain might fetch $50 on Ebay if it appeals to them. Don't ask me what appeals, because every time I think I have it figured out, I get hammered. Some names you can get here on Namepros for a dollar or two will sell for a quick profit on Ebay. But watch your listing costs!
On the other hand, if you do have a good domain, don't put it on Ebay unless you need a quick sale. It will not likely get anywhere near its value.
One thing....Ebay is fine for lower quality LLLL.coms. The prices are pretty consistent.
So far as Sedo, I've only gotten two offers, and sent both to auction. On one, the buyer never paid. On the other, it got bid up a bit and I did get paid. If you are parked at Sedo, the fee is something like 10% - very reasonable.
I know some people ask for bidders. Sedo is not very strict about buyers (hence the high rate of non-payers). I suppose you could promote the name, if you did it in a way that doesn't violate their terms of service.