You have a collection of Rocket Propelled Grenades???
Seriously, Ebay, or here on the boards are your best bet. The question is what do you have, and is it worth anything to the people in those respective hobbies?
Ebay is great for harder to find/rare stuff, but more common stuff won't go for very much. I would say break down what you have, and if you know it is more highly sought after then go with Ebay, if not, try selling on the boards.
Just remember that the more common the item, the less likely you will get "retail" for it.