Well if it's a collection of 'moveable' objects (e.g. locos, carriages etc.) Then there are several options, especially as the stuff you have might be rather rare (e.g. vintage, scratchbuilt etc.).
For members of the Gauge O Guild there is a sales service at your disposal.
You could try an auction house, a shop like Rails of Sheffield, Hattons or similar or you could sell direct. I would like to point out not to underestimate the sales offers that more local large-ish shops are able to offer, and if the models are very area-specific it could even be a plus. The sort of shop I'm talking about are places like Trains4U, Kernow, Cheltenham Model Centre etc.
A photo of the sort of stuff you're selling would be helpful as depending on style we may be able to suggest something specific.
If there's a layout, you may want to consider selling some of the stock with the layout. In order to so do I would recommend finding out if the layout has ever appeared in any magazines, been to any shows, featured in a DVD etcetera.
