Before we moved several years ago, I decided to sell about 35% of my ("kinda" large) collection. Pieces ranged from duplicate P/W pieces to MPC jewels to the more modern trains.
Like Dennis, I sent my inventory list to TRAINZ, we agreed on price, and I shipped nearly 30 boxes to them, freight pre-paid.
The process was about as hassle free as is possible - but, as Allan stated above, there IS DEFINITELY a cost. It's all about trade-offs.