Many newspapaers don't let you advertise guns anymore. Even if they did, most folks wouldn't look there any longer either. On the internet, I'd possibly advertise the guns for sale in the following places:
The Firing Line - there's a good place to list firearms for sale, and I think its free (mods will correct me if I'm wrong)
Sturmgewehr.com - good free site to list firearms for sale - make sure you read Buddy's rules very carefully first - or your ad will get zapped.
Gunbroker.com - good auction site for firearms (fee)
Gunsamerica.com - good classified ad place to list guns for sale (fee)
Assuming that you have possession of all the firearms you want to sell (and barring you living in some state that requires registration), in most states guns aren't registered to individuals (except Class III weapons - i.e. machineguns, suppressors, etc.). So, if you have legal possession of the guns, then they are yours to sell. Some people feel more comfortable placing them on consignment with a local gun dealer. Only problem is that if they are older guns it might take quite a long time for them to sell.
If you tell us what you are trying to sell and what state/city you live in, you will probably get some more detailed responses.
Buying / selling guns really isn't difficult. If you sell it to someone out of state, you would reqire payment (cleared funds) first and then ship to the FFL that the seller designates. You would get a copy of the dealer's FFL and ship the gun to that dealer and that dealer will run background checks and do the paper work necessary for the buyer to complete the purchase. Buyer typically pays costs of transfer and shipping costs.
Depending on what state you live in, selling guns can be as simple as a face-to-face transfer where you get the money and the buyer gets the gun.
One other thing you could do is purchase a table at the next gunshow near you and just sell the guns for cash. Do a little research ahead of time and price them right to sell, so that when you leave, you leave with cash and no guns. Document who you sell the guns to, just for your records. This generally is not required, however.