You can sell domains at Flippa.com, but it has a high listing fee, or Sedo, but it takes a big piece from your money. Selling domains at forum marketplaces is best, you won't get huge money for your domain there but, if your domain is great, it'd definitely sell. Try Digitalpoint, was free last time I used, ForumPromotion, was free last time I used, Warrior Forum, requires $20, NameProse, free, etc...
You can also send emails to potential buyers. Be active on the forums, look for people who might be interested in your domain. In the PM, include all necessary details like Average Searches, etc.. Google sites using similar domain name and send them sales email (most of those site would have a contact us page), some of them might be interested, don't spam though.
If nothing works and you fail to sell your domain name, develop it, it won't hurt.