I believe this is a question that most ask when frustration steps in. I have great domains 'at least I think I do' the platforms that are available wants to pay you next to nothing for your hard work. "Sos"
Selling direct through our portfolio, and via the Afternic network works well for me. I use Twitter mainly for promoting my portfolio and gaining exposure.
I found twitter and facebook posts can help drive traffic to your landing pages or auctions, but there's no way to tell whether any of these lead directly to sales.
There are many places to sell your domains and some of the ones we have used are Flippa, NameJet and Godaddy. You can always list your names in Sedo as well to get exposure. Something that we always do is go to NameBio and check where names are selling and what type of names sell in each platform.
For example over at Flippa names that have the most success are names that seem to have potential of development and brandable catchy names as well tend to do well. Over at Godaddy all kinds of names sell but we had the most success with Geo type of names.
Social media and even your own site(blog) are important in promoting your domain auctions/listings and generating more exposure giving you a better chance at making a good sale.