This is a great thread. I have just finished reading it and picked up a few pointers.
So I will try and give a few in return.

(I love smileys)
I have sold domains using afternic.com and sedo.com. I prefer sedo.com for several reasons.
1. Afternic has a minimum fee of $60.00 and charges 10% for higher priced domains. Sedo.com states a minimum fee of $50.00 but if you have the domain name parked with them they only charge a straight 10%. So it cost me less to sell through Sedo.
2. Afternic requires you to transfer the domain to the buyer and does not pay you until the buyer confirms the transfer. I have had buyers play games and not confirm the sale until a week or two after the transfer. Afternic wouldn't release the funds until the buyer confirmed the transfer, just kept telling me they were working to get the buyer to confirm the transfer. Sedo.com has you transfer the domain to their account, then they transfer it to the buyer. So the buyer can't play games about the transfer and I get paid faster. You get paid either way buy why wait a week or two to receive your money?
3. Sedo.com has an auction feature which you can use when you receive an offer that you would accept but consider low. I sold one domain last week at auction for $290 where the initial buyer stated the top price was $150.00. I had offered to accept $220.00 from him but ended up receiving an additional $70 as a result of the auction.
4. Finally I have found I received better revenue from sedo.com than afternic.com for parked pages.
eBay--I have never been able to sell a domain name using eBay but have bought several. I find that eBay buyers want to steal the domain, not buy it. Since I buy there from time to time I must include myself in that category.
:hehe:
Finally in all my domain records instead of organization I state "This domain is listed for sale at sedo.com"
This tells anybody interested enough in the domain to check Whois that the domain is for sale.
I prefer to sell using sedo.com or afternic.com instead of handling the sale myself. I'm willing to pay the fee instead of having the headaches of dealing with a flaky buyer or the risk of the buyer being a scammer.
Hope these tips helped.
Ed