Well - First off, If you're willing to list it up for auction you're committing to selling it so make sure that the starting price (or the reserve) meets your minimum expectations.
As for gathering the emails and potential clients, that's something you'd want to do without auctioning the domain - why loose listing and closing fees while you can sell (considering you'd be collecting emails) without even listing it.
Auction houses vary a lot these days based on the type of the names and the facilities provided by the auction house.
For example: Flippa works best when you've built a history of sales previously and have many watchers - or if you go full throttle and pay their biggest listing package's fee! Again, this depends if your domain is a 5 figure name it could be worth it.
You should also consider the closing time of your auction, and that's all based on the audience you're targeting. If you're selling a Chinese Related Domain name - make sure your auction closes when they're mostly active - and the same applies for other markets.
In my experience, NO RESERVE Auctions always yielded a higher closing price, I believe it grabs more attention and more bidders who will eventually meet in a bid war at the closing time, considering the quality of the domain is high enough (which applied in all cases and scenarios).
Outbound is also important (not an email list) , for example, if I list an auction here in NamePros, I'd PM my previous buyers who had interest of "Similar" domains - do NOT spam! Surprisingly, Upselling works even in domaining.
Here's a good one too - I sometimes list auctions in slower market places and gather the highest number of bidders possible (By starting low, keeping low increments etc.) JUST to market my high end auctions. But this only applies in market places in which you can know who are the bidders - it won't work in Sedo for example as you cannot see who's bidding etc. and there is not way of contacting anybody except for the winner after the transfer and only if they decide not to use privacy protection.
In quick look, I hope that helps - and please feel free to ask any question you've got and I'd be glad to help as much as I possibly can - here or by PM.
All the best.
-Rami