Where to List a Domain Name for Sale
Places to Sell Your Domain Name
The big one is Sedo.com. Here you can auction, buy, and sell domain names.
Another good place is DigitalPoint's domain market forum.
Afternic is another big marketplace for domain names.
How to Value Your Domain Name?
Keep in mind that this is not an exact, or even very accurate, science. Your domain name is worth only what someone would give you for it. For this reason, auctions may be a good place to get a good value; if no one outbid the highest bidder, then in general your domain name is probably not worth much more than that.
One place to get a rough idea, for free, of the value of your domain is SwiftAppraisal.com.
In general, generic words that describe a large market are going to be worth more than brand name types. For instance, if you owned Credit.com, you could probably get millions for it, but if you owned gagglebagglebiggle.com, not as many people are going to be interested.
How to Transfer Domain Names to a New Owner
This is generally done via the domain registrars: the one holding the registry of your domain name, and the one that will be holding the registry for the new owner. You will have to contact you particular domain name host for this service, as they all differ in details.