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Afternic.com - Once the best, now dying since they havn't changed the model to match the market.
Great Domains - owned by Verisign...need I say more? Never actually got an offer there. Minimum bids and commissions too high.
Sedo.co.uk or sedo.us - Nice site. no actual sales from there yet myself.
urlbuyers.com - got a couple offers from there way back. No sales though.
eBay - sold a lot there, but most at low prices - costly listing fees.
Lots of others, but none I've found much success with. Some seem to me to be downright scams. Best bet is to make sure your page points to a for sale page or parked on one at one of the above.
Imo, your homepage is the best place to sell domains since someone already finds the URL worth typing out. But pretty it up a bit. Most for sale homepages look like sh*t.