Thus far it has either been forums where I list a name for sale, but this is typically resellers so the prices have been on the low end. Sedo I have gotten a couple of bids, one I'm negotiating now, but it seems it's like the needle in a haystack approach. I have had people suggest contacting the owners of the extentions of your name (should you have the .com for example) also depending on your niche if it were adult for example, go to a webmaster forum that deals with this topic exclusively.
Other ideas start a website obtain software and list your names for sale. Get indexed. Seem bigger than you are if need be, attract endusers.
Best of luck to us all.