Just some random thoughts...
Ebay would get you the most $$ for your collection for common and duplicate items. However that is a lot of work. If you consigned it to a professional ebayer they would charge 25% or so and handle everything.
For rare items, Auctions seem to get some huge $$ however some auctions charge the seller 10-25% or more (for single items) They may ask for help in paying for the mailing and advertising of the collection.
Private party, I think would be interested but mostly dealers unless you found the 'right' guy who had to have your whole collection. Even then $$ may be an issue. Not many guys can drop the $$ to buy a whole collection.
Variety is also very important. If you have 100 cans or signs from the same company just different variations, that would be tough to sell at an auction unless they did lots which probably would get you lower then retail.
Restored pumps would not get retail unless they were very well done on ebay or at auction. Most the pumps I see at auction are bought at close to unrestored prices.
Globes are great to sell at an auction, especially when they are bought onsite, no shipping hastles. Ebay I think does good here as well but a pain to ship all that stuff.
Scott Wright- http://www.frontrangegas.com/powerine.htm