Where can someone sell unwanted domains?
Are there sites set up for this, or do i just let them expire?

just advertise on forums like this one.
Firstly make sure you dont undersell though, get the price you want or dont sell it.
Post in the Appraisal forum if you want

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22 sites and counting

There are sites set up for trading/selling domains but they are usually for valuable domains.
As lucky1 said, just try general forums.

I read about Afernic at this forum, are they any good?
It looks like a big site, are there fees for buying and selling there?

I'd use godaddy.com they have an aftermarket section where you can sell your domain.

Where is this aftermarket section on godaddy?
I have not seen that before.

I dont know about that, but if you want a taken domain godaddy can backorder it for you.
Is that the aftermarket section?

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22 sites and counting

yes I think thats the aftermarket area, even though I've never sold a domain myself. pretty sure though

Yes, go to the aftermarket area, you can't miss it.

Thanks for mentioning godaddy.com.

Aside from selling domains, have you used them to start up a site?