If you want to sell your own timeshare, the best way to do it is to probably handle the sale yourself online. There are a few different places that you can sell a timeshare -- Ebay, Bidshares.com, Redweek.com and the Timeshare Users Group (Tug).
Watch out for Scams
If you decide you'd rather use a real estate agent, be wary of what's known as "postcard companies". These are companies that claim they will sell your timeshare for you, but before they will list it they require an upfront fee in the thousands of dollars. They usually solicit unwary timeshare owners by mail with postcards, hence the name.
A professional real estate agent will not require an advance payment. They work on commission and that commission is paid after the sale. Those companies who take money upfront usually list your timeshare on an infrequently visited website with an over-bloated price and it will never sell. You'll not only be stuck with it, but you'll have spent more money to boot!
Once you decide to sell your timeshare, you'll need some legal documents since for all intents and purposes this is a legal transaction. You can buy legal documents from Timesharing today for about $30. I would have those in hand in case of a fast sale.
Set your Selling Price
The biggest reason that many folks have a hard time selling their timeshares is that they refuse to accept that the timeshare is not worth the $20K or $30K that they paid for it if you bought from a developer. Almost all timeshares lose at least 50% of their value the moment you sign the contract. So set your sights accordingly. Take a look at some of the listings on my site for the type of timeshare you own to get an idea of prices and do some further search of completed auctions on Ebay. This will be a good guide to going prices -- and how low the prices are will often shock you.
Where to Sell
Now you just need to decide where you want to sell. I personally would try a listing on Craigslist first -- both a listing in my own town and a listing in the area where the timeshare is located. It's free and you may get lucky if you price the listing right. And if you sell to someone locally you can probably get a local real estate agent or closing company to handle the transaction for you. At the very least, you can meet with your buyer in person to complete the legal documents.
Failing Craigslist, my next step would be Ebay. If you really want to just get rid of the timeshare because you don't want to pay the maintenance fee any longer, set your opening bid low. For a low season week, I'd set it at $1.00. For a desirable resort and a high season week, I'd try a $99.00 opening bid. You can set a reserve price if you are concerned that the winning bid will be too low.
Good luck!