I always start with Pinside when listing games for sale. I then typically cross-post on two local message boards (NEACF and BPA). CL comes next, but I always try and list at a lower price on the forums than on CL. It helps offset the nonsense I have to deal with on CL.
As for games "not selling" on Pinside, I think that has a LOT to do with the honor system used here...
I'm also starting to make enough connections on here that I'm able to shoot out some text to buddies before listing my games publicly. I give even better discounts and it gives me an excuse to catch up with some of the boys. They typically return the favor.