It depends upon the type of the domain and how much you have available to give it a Feature listing.
Just in terms of getting "eyeballs" to look at the listing, I think that NamePros, DNF, and DigitalPoint, Experienced-People.net are all excellent. I tracked the referral traffic from these sites and they all performed very well. If you have a number domain, 4.CN can be quite good.
Besides these, I have only used Featured listings and I would say that Flippa, Afternic, WebSiteProperties, and Sedo all provide good bang for the buck (when compared to Google Adwords), provided you have a premium domain name that is worth featuring.
Hope this helps,
Rich