Mac - Your questions about selling will likely produce dozens of replies. I'll try to distill mine to generalities and a few suggestions. The others to follow will no doubt provide better details.
If you have been collecting for quite a few years you should plan on spending some serious time researching two aspects of the situation:
First, knowing exactly what you have, condition, scarcity, potential demand for it by other collectors and dealers and of course approximate cash value. For instance, check mint Zepps and Columbians that you mentioned. Never hinged unused are in demand and command good prices compared to unused hinged, damaged gum or no gum for virtually all stamps. On the opposite end, large quantities of cancelled stamps, both on and off paper, are almost always of minimal value. If you have a lot of them, you can imagine that hundreds of thousands of other collectors have similar material. Put your effort into evaluating your better material; don't waste too much time on the low-end stuff. Learn details, as you mentioned, about varieties, cancels, perhaps on-cover better stamps and on and on. Collectors want scarce material over the common and you may have some. Take time to learn what you have if at all possible.
Second, do your best learning what dealers are really desirous of buying. Ask them at stamp shows that you are able to attend or phone dealers out of your area whose ads you see. Tell them about your collection and see if they will be kind enough to say something like "You bet I'd like to see your Zepps. But you know I really don't need any 3c plate blocks or foreign mint sets cataloging less than $2. I can pay the most for the small portion of your collection that I can easily sell. I'll take the rest for a very small payment and will be happy if I get it sold promptly." If you do speak directly with dealers be direct and tell them that you will sell after you are satisfied that you know your material as thoroughly as you can. "Dealers" include retail dealers, wholesalers, 'flippers,' and auction houses. Try to contact at least a couple in each group.
Since you are a collector, you owe yourself enough time to prep for the sale. Don't rush into it.
Last, read articles about selling a collection from on-line sites, philatelic periodicals of all types and even books you can find in your library. Even old stories from 50-75 years ago in the old 'Stamp Wholesaler,' if you can find them, would be helpful.
Everything above needs lots of fleshing out and details and helpful suggestions. I bet you will find plenty here flowing in over the next few days.
FYI - I buy collections and accumulations frequently and steadily. One of my stock comments to would-be sellers is that "I am looking for scarce material in good condition for my customers." Admittedly a painful generality but true. I explain what does not constitute good condition and is not scarce and then point out what they may have that truly is scarce and in good condition. Most people don't know what they have, or have perhaps
inherited. When you are ready to sell, you have to know both.
Good luck.
Bill