It depend on what kind of domain you have,
if you have niche domain, you even could sell via Adwords
Sedo is a big marketplace.
However, when I decided to get proactive about selling the names I had, I found that Sedo was a waste of time. You basically have to wait for someone to find you through their search and hope that they make an offer. With sites like Sitepoint and other Domain marketplaces, you can be a lot more proactive in how you market your domains. Plus there are lots of investors looking through these marketplaces.
Depends on how quickly you want to sell I guess and how good your names are.
Featured can work. But then it comes down to price. Sedo charge about $60 for a 30 day front page featured listing. Wheras Sitepoint charge $30 for front page featured.
So the question is, will Sedo get you double the amount of exposure for double the price?
That you would have to test and see for yourself! If you do a test, feel free to report back on your results. And yes, I think you can list your domains at Sitepoint and Sedo at the same time.