Is there anything special involved in selling a domain that has a private registration?
Which venue are you selling the domain on? If it's a direct sale, you need to instill confidence in the buyer that you are in fact who you claim to be. With privacy WHOIS this is not possible. Consider using a broker, such as Sedo that controls the domain and the funds at the same time. I would not engage in a transaction with a seller who hides his info.
If I do get a buyer, how do I transfer the domain to him?