Well with Ebay you get a bigger audience, and if they're quite desireable you might be able to get into a good bidding war situation. However you have to pay a seller fee, and you have to handle payment arrangements on your own.
You could try half.com, affiliated with ebay. You set your own price, there's no seller fee, and the payment is handled through them. I have sold some stuff on Half.com and it worked nice. Check and see what similar items are going for on ebay and half before making your choice I would say.
For any Hunter S. Thompson fans out there: I saw HST on Tim Russert's show last week promoting his "new" auto-biography Kingdom of Fear and I was frankly shocked. He was beyond unintelligible. He needed sub-titles for fuck sake.