There's no one answer to this. For buying it depends what you're looking for. Moderns, classic, world, world moderns, ancients etc can all have different answers, but like it or not unless you're talking about high end coins eBay is still going to be the biggest source in most cases. That said as a buyer you're only hurting yourself if you don't check all available sources
As far as selling again it will depend on what it is. Different things do better on different venues and in some cases you can leave a lot on the table using a venue who just doesn't have the buyers for that material. You also have to consider that the auction houses will have higher fees as well unless you have a very substantial consignment where you can negotiate those fees away.