About a year ago I started putting up an "Inquire about this domain name" link on many of my webpages, most of which I'd built as mini-sites with content. I list most of my domains on Sedo, Afternic, and on Godaddy Premium, but I believe many people will visit the domain they are interested in to see what's there. If you are willing to sell the domain, you want to make it easy for the person to contact you.
I usually place the domain enquiry link in the upper right part of the page, visible but not highly prominent.
The links for all the different domains go to the same offer page, with a form where people can contact me easily.
Does it work?
In the past year I've probably received a few enquiries per month, and had a few sales. Nothing major, but better than reseller prices to other domainers. If you have mini-sites or content built on your domains, I'd recommend doing the same thing because it is one more way to promote your domains, and you can save a fee from an aftermarket site if you deal directly with the buyer. My offer form asks people to submit the domain they're interested in, their email, name, and an offer. Not all people put in an offer amount, but some do, and it's one indication of how serious they are.
One side benefit I only realized after setting it up, is that my website stats show where visitors are coming from when they arrive on the offer page. I get the date, time, country, city, province/state, IP address, new or returning visitor, internet provider, language, info on the device they use (PC/mobile), and most importantly which domain they are coming from. Not everyone will fill in and submit the contact form, but at least I can see which domains are generating interest, and I definitely see some domains on there more than others.
So even if I don't get any form submissions after a few days, I can usually log in and see that some of my domains have been sending traffic to my domain offer page. There is usually some action every day or two.
Some of my domains that have generated interest in the last month are:
Noix.ca ('nuts' in french)
MotsCroises.ca ('crossword puzzles' in french)
Mincir.ca ('lose weight' or 'get thin' in french)
Grattage.ca (french term used for scratch lotto tickets)