What is the best way to sell a domain name? On a forum like this or a site dedicated to selling just domain names?
It really depends on you and the domain name... I probably sell 20-30% of my domains on forums, I sell a few on ebay and a few from other sites... I find that if you are selling to the forum crowd then you are usually selling to other domainers who value domains in a different way then the average person. If it has any sort of pagerank sell it on a forum, if you want to develop it, even a little bit with a blog or something I would sell it on sedo or something similar. If you have a truly premium domain then I usually try all of the different sources and just wait for the right buyer. Patience is the key.
There is no such thing as a best way. Maybe only if you find endusers for your domains, that'd be the best way. You can sell on forums, Ebay, Sedo, Afternic, Moniker auctions, etc.