Amazon used to be great for this - one year I almost survived just selling books and CDs on there - but I think they now charge a seller subscription fee. If you can take the lousy attitude and BO, I've unloaded some books at the Strand in NYC and got a fair price, though I don't think it would be worthwhile for mass market paperbacks, just trade books, hardcovers, art books, and stuff like that. I used to sell old CDs to the shops on St. Marks place, too, and I bet they offer decent cash for DVDs.
I've always found eBay to be more trouble than its worth, especially if you're looking to sell stuff in bulk, though someone else might know some trick that I don't.
There's also the option of going to one of those "sell your stuff on eBay" places, though the one time I tried it, I didn't meet their requirements, which seem pretty particular. The advantage of this is that you can talk to them on the phone about it before making the trip, and can probably get a better deal than selling to a used book or record store.