I know you said other than eBay, but eBay is actually a good resource for seeing what your collectibles may be worth. There is the chance that someone on eBay has had their collectible appraised.
Just so you get an idea, here is what someone is selling this item for (and yes, i know its eBay

) :
Collectible Saddam Hussein Rare BaseBall Bat - (eBay item 130085522174 end time Sep-27-07 17:19:53 PDT)
As far as selling it, you could put an ad in the newspaper, put an ad anywhere online, etc. You can sell it pretty much anywhere.
