Depends largely on the item. Items that are difficult/impossible to ship of course go on Craigslist. Things that just don't sell online (used clothing for example) go on Craigslist. Most other things I sell on Amazon.com. Unique items (ie, ones that aren't sold on Amazon) are sold on eBay.
And on items that could go anywhere, whichever one has the highest going price. I've sold brand new things on Amazon.com for 30%+ more than the going rate on eBay. You'd think that people would shop around, but that often doesn't happen.
Amazon.com is by far my preferred method of selling things. No listing fees, reasonable selling fees, feels a lot less scammy than eBay. Oh, and no Paypal to deal with.