well is hard if your name is not generic or doesn't have any value to it like easy marketable.
Now for selling, sedo, dp are good but if your name is not that easy to market , you can try flip it in namepros.com forum if its .com/net/org or acorndomains.co.uk if its .co.uk.
the downfall is that most of people in these forums are resellers so you can never have a very high sale price , unless its really premium name which yu shouldn't sell there anyway.
now if yur name its good and you know it, you can try first drive some traffic to it, then market it or find yourself end users or companies you think might be interest in it and try selling it to them, where u can maximize your profit, use a sollicitor though , don't just transfer yur domain without seeing the check cleared first, and don't use paypal for high value.
but one thing also if yur name its good dont park it, make sure you understand or agree which ads shown on it, nowadays big company who understimate their online name trying getting it back for free with the trademarks argument, the only way to win is to show good faith, you didn't misguide people or profit of their trademark by showing ads related to them, and yu might get out with good arguments.
for instance twitter.co.uk. yu can see he make sure, everyone understand it, no affiliation with the big Twit and he doesn't use adsense which can bring trouble with ads relate to twitter.com and make it easy for them in court.
i know this is long just trying to cover most angle if by any luck yu have a great generic name how to not get swallowed by the holder of the trademark.