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I don't think you can. To transfer characters between accounts, both accounts need to be registered to the same last name. At least that's how I understand it.
I just sold a character on mmobay and it seemed pretty good. I didn't want to sell my entire account so I transferred the character onto an old account and sold that as is. I got pretty decent pageviews and had a bunch of different offers through the internal message system. I had a few bids on the character with about 5 days left on the 2 weeks auction and someone used the buy it now feature.
From there the website exchanges your personal information and the rest is pretty much up to you. If the buyer does not have any rating on the website I would suggest that you request a scan/fax of the buyer's picture ID and make sure the information from the website and paypal match up. I even spoke to the buyer over the phone for about 20 minutes. Afterward we both seemed pretty safe and went ahead with the exchange.
I have sold gold before and not taken that much precaution but I think you need to be a little more careful when selling an entire account, especially when you are talking in the hundreds or thousands of dollars for 1 character. The buyer will also have your personal information via battle.net and you will want to make sure this is someone you don't mind having your contact information.