I am aware of Sedo, Godaddy Autions and Afternic. I don't like their added fees and commission rates. Sedo wants Appraisals for domain names selling for more than $10,000. I am not sure why.
Other than putting a For Sale sign on the web site, what are free or inexpensive resources to advertise that a domain name is for sale. Looking for something like For Sale by owner directories for domain names.
Put a big banner on your website saying "FOR SALE", then put your contact information.
You could throw in some indicative pricing, too.
For a DIY solution, I would go to domize.com, and search around names like yours to see what asking prices are for similar domains. That should let you know the approximate market price.
I would also mention that most domain selling services knock the price down approximately 60% in the first round of negotiation, so there seems to be a market expectation that asking prices are wildly inflated. You could, of course, also indicate your willingness to negotiate on price in the details below the FOR SALE sign.
I have recieved emails from people who have a domain similar to mine asking if I want to buy it from them. You can look up the names of people who own domains that are similar to yours and then send them an email. Now, is this an effective way to do it? Probably not, but all it will cost you is your time.
I think the nice thing about the sites you mentioned is security on both ends. I'm not going to spend money on something that you could technically take back. With the sites you mentioned it helps ensure that the buyer is getting what they pay for.
Also, I understand it stinks to get fees/commissions taken out but considering a domain is about $11 a year, making any more than that times the number of years you have owned it isn't half bad. (This becomes different if you are selling the contents of the domain as well)
I have also seen domains for sale on ebay and craigslist