Over the years I have tried Sedo, GoDaddy auctions and a few others. Lately I have been trying Flippa. Have not had much luck at any of them actually. Considering how much work it is to promote the sale I could almost build them out to sites and make money that way. Might just end up doing that with some of them.
My tips: 1. Forget selling on forums about domain names now 2. If it's a niche find a forum on that niche and try there 3. If it is not, the only thing you can do now-a-days is to wait for a contact (make sure a potential buyer can easily find you, whois, "domain for sell") 4. Create a small site on it, buy some traffic, and try Flippa Bonus trick: Park on SEDO, ask a friend to make an offer and sent it to auction.
If you have short domain names then list them in Godaddy Acutions, short domains get bids.. and they don't charge for listing as well.