Best Place/Way To Sell My CD Collection?

I would suggest assigning a value to them, and donating them to Goodwill, who will give you a receipt. They can then be claimed as a charitable donation. Trying to sell them individually , or as a lot will be more hassle, take a lot of time, and is unlikely to net you enough to be worth the effort.
By the way, Goodwill is a great source for records and CDs.
Good Luck.