I have my own (not so great) website. My sales in 2014 were basically evenly divided between my Private Sales and Sales via GoDaddy. I list also on Sedo and Afternic, and all my parking pages have For Sale links. I don't really analyze where my private sales are coming from. They could be from whois, from the For Sale links, or from my website. If I were to hazard a guess. I'd say only about 15% of sales come via my website. I don't redirect domains to my website, but it's on my agenda to do so this year for those domains which don't make their regfee from parking. I'm also going to start analyzing where my Private Sales are coming from. A perennial, is to replace my Domain For Sale website, with something better (although I don't hate how my current site is working) and only list my more premium domains on it. Not including all the rubbish domains. I think the rubbish domains definitely detract from the website quality.
Personally, I think any sale from my website, is a plus. Is it worth it? Probably not. But see comments above, which are contributing to some of my website's poor performance. I know a few people here who only sell primarily from their own website. The benefits for them, is they can track their customers better without having to deal with anonymous offers coming through from the usual sales venues.