It's always gonna be better to sell yourself, but some people simply don't want the hassle. My uncle, for example, just doesn't want to deal w/ people coming over and driving the car, haggling on price and then futzing with how to pay for the car.
I've had pretty good luck selling cars on both craigslist and ebay. However, I had a Saab Viggen coupe that simply would not move. It was a great car and still had factory warranty left, but no bites. I made the rounds of dealers and their rock bottom offers, but then I stopped by a high end consignment lot and spoke to the owner. He made me what I considered to be a fair offer and cut me a check on the spot.
I'd at least look at kbb.com to get a very rough idea what the private party numbers look like and then also search your local craigslist. You can then shop the car at various dealers and see where they come in at. There's probably going to be a pretty big difference!
In the end, however, it's all what your comfortable in doing.