Since 2003 most of my sales have been direct. Why because that's where I point the domains to my own sales sites. If I'm looking to buy a domain I'm gonna type it in to see if parked or developed so I know if it's even possible to achieve a purchase. Most end users have no clue about whois. If it leads to an aftermarket page you just handed commission away and the lead is blind as most offers derive from where ever the domain points. Nothing wrong with listing your domains at Sedo, Afternic etc... but pointing your names there just gives away the leads that your own traffic generated. Send the domain to your own page then you achieve name, email, phone, ip address etc... and now negotiations aren't blind which helps and you can send to Payoneer Escrow, Escrow on your own with 0 commissions.
So in my opinion list all of your domains at least at Sedo & Afternic. But I'd direct the domains to...
Your own sales site landing pages, do it right or don't do it, good domain, nice logo, ssl, third party escrow Payoneer Escrow etc... If the site doesn't look trustworthy/professional then no use. Plenty of php scripts, wordpress plugins to achieve this. Personally I prefer stand alone PHP scripts as wordpress kinda bloated and a bot magnet.
Don't wanna get into your own site....
(Free)
http://blog.bodis.com/improved-domain-sale-landing-pages/
(Cheap Monthly Fee)
http://www.efty.com
I prefer these 2 alternates if not doing your own thing as they don't require an end user to sign up like at most aftermarkets before placing a bid as why should your own traffic inflate their end user database where they can push their own inventory at the buyer as most aftermarkets Sedo, Afternic, DomainNameSales etc... have their own portfolio of domains for sale, another domainer's inventory at the buyer etc... when your traffic could be building your own end user database. Nobody has your best interests in mind except yourself.