that depends on the ballpark value of the coins and the speed with which you need them to be sold. Additionally important is your knowledge of the coins. The easiest and direct route is to take the collection (or if it is a largecollection then just the highlights along with a list of everything else) to a couple of local dealers and then sell to the dealer who makes the best offer.
You might want to educate yourself a bit on things like major rarities and values unless you have that information so that you don't get taken by someone who gives you a lowball estimate on what they will pay you for the collection.
Depends what exactly you want to do with it. If you can't be bothered, you can just sell them in a lot, without knowing it's true values. But you should know roughly what exactly you are selling - what exactly is the point if you are going to sell junk and no one buys it. That will hurt.
So much depends on what type of coins, what condition they are in, US or foreign, old or new, how fast you want to sell them and lots of other things. If you don't care to much about them, don't want to spend any time with them, don't care about what they are really worth, I would suggest you just take them to a coin store, hobby store, Pawn shop, or even a local coin show. Look up coin show or coin store on the internet for your area. However, I would suggest you find out what you have first. You could be selling a thousand dollar coin for a few cents. At least look up some of them in a coin magazine, book or on the web.
I must admit, I am very proud of all the CT members No one has said the first thing that popped in my head: You can sell em to me (JOKE!) sorry been along day at work doing inventory and I feel like a smart a$$ lol