If you have a high value sale, I would strongly suggest using escrow.com. The buyer sends them the money and once you transfer the domain, escrow.com will send the money to you. This can be done with wire-transfer or a check.
There are fee involved in escrowing, usually the buyer will pay the fees or an arrangement can be made where costs are split.
As far as auctions ar concerned, there is a sellers fee if you sell a domain on thier site. Each site is different so you have to check the fine print.
I hope this helps...