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Judge DredIf you have some really high grade / high quality stuff (Ruths, Gehrigs, etc) then you might consider consigning those items to one of the larger auction houses.
As mentioned earlier you can sell it piece by piece and maximize your dollars or you can blow it out in larger lots just to get the cash faster.
What ever you do don't sell the good stuff short by putting those items in large lots.
Good luck with the sale!!!