This is a community WIKI entry. Anyone can edit it (please do!).

Ways to sell a domain.

1. Sell to an end-user
2. Sell at auction

Here is a list of sites that will auction your domain:

1. Godaddy Auctions
2. Ebay
3. Bido Auctions

Here is a list of sites that will list your site for sale.

1. SEDO
2. Afternic

Here is a list of sites with tips for selling domains:

1. NameFlipper.com