Had to dig up some historical domain sale and found two sites:

DNSalePrice.com - very very slow, but lots of history

NameBio.com - slick, but only 20% of the data on DNSalePrice.

I was really surprised that so few resources exist for this market. It would seem prudent that sites like Sedo and TDNAM would want everyone to know current sales prices. Either it is too much work, or they are worried expectations will rise even more, cutting out on their bread and butter, sub $1000 sales.

How comfortable would you be knowing that your webhosting company wants your website? I would think them savvy and smart, but I wouldn’t think that they were really looking out for my website’s best interest. The domain space is so sketchy that webhosting companies should be on their best behavior. There is only so much room for Direcnic’s and RegisterFly’s.
“DOMAINS FOR SALE? WE’RE INTERESTED.”

OneUglyDomain has taken the One Red Paperclip marketing concept to domain names and appears to be getting quite a bit of attention and quality domain exchanged. If he can actually trade up at a million dollar domain, then it will simply reiterate how imporant eyeballs are when it comes to selling domain names.
oneuglydomain.blogspot.com

Good article that gets the terminology and markets correct, for a change. Lots of good information about the larger venture-backed domain-hoarding companies. But even more importantly, they see where the money is going and quantify how much the market is heating up.
Cyberspace land grab

Another great place to buy domains on the after-market is DotCom Agency. Their slogan says it all, “Premium domain names – no dashes, no numbers, just great Dot Com names.”