To me it really is a matter of what is important to you. From a basic stand point you can look at time, convenience, risk, and fees. I feel like these should be obvious, but maybe not.
Time - How quickly do you need the money and get the item sold. You can get the money quickest selling yourself or to a dealer. An AH, without an advancement, will take longer as the card needs to be sent to them, prepped, wait for the auction, and then have the funds send to you.
Convenience - How much effort do you wan to put out? AH takes on all the headaches. Sell on your own you have to deal with customers, shipping, scanning, collecting payments, negotiating, unhappy buyers, etc.
Risk - Do you want to dictate a price or let someone else? Going with an AH there is a chance the card goes higher, but also chance the card goes lower than expected. Are you willing to sell your $3k card for $2k at auction, or would you rather have kept it if you knew you were only getting $2k? Selling yourself you don't have to go through with the deal if the offers aren't to your liking or you can price the cards in a manner where you only sell if you get a premium. Risk might not be as much of an issue with common cards in common grades, but still we have all found bargains in auctions.
Fees - Sell yourself your fees are usually going to be lower. Facebook is free. BST here is free. Maybe you have paypal fees or Ebay fees. AH needs to pay their employees whether that is through a Buyers Premium, Sellers Premium, or a straight commission you're not getting the full amount of the total sale.
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Current Wantlist:
E92 Nadja - Bescher, Chance, Cobb, Donovan, Doolan, Dougherty, Doyle (with bat), Lobert, Mathewson, Miller (fielding), Tinker, Wagner (throwing), Zimmerman
E/T Young Backrun - Need E90-1
E92 Red Crofts - Anyone especially Barry and Shean
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