I have heard of people selling domains on Ebay and then I have heard of people selling domains through one on one conversations between the buyer and the seller. I guess it really does depend on the buyer and the seller and what they feel best using when it comes to selling.
How do you tend to sell your domain names? Would you choose another method of selling your domain names or do you feel better doing it the way you are doing now knowing it's safe and you feel confident?
I once sold a domain name on Ebay and the sale went really smoothly and I was happy with how the sale went. I personally feel that going through a site like Ebay protects you from any kind of problems that may occur during the sale and pass over of the domain. I have never been tempted to do a sale myself between me and just the seller in case problems should arise unless I knew the person personally.
I agree with Misti
You either have to trust the seller/buyer or go through a service.
If you know the other person is trustworthy and are willing to bear the risk, then go for it. Otherwise, it's worth going through some kind of service thats an escrow service. They dont release the money until the buyer agrees that you've transfered the domain, and dont tell you to transfer the domain until the funds reach the escrow service.
Funny note: Escrow means trickster/con-artist in French... no idea how it came to denote the opposite service in English!!