What is the easiest way to sell Lego sets for a good price?
Unfortunately, even with the best market conditions, there is always a trade off between selling things at a high price and selling things fast. That's just a principle of marketing.

That said, you might consider these options:

BrickLink / Brick Owl

These are sites that specialize in trading LEGO. I can't comment further, as I've only used these sites as a buyer, not as a seller. As a buyer, I've been impressed.

Both Bricklink and Brick Owl take a commission for each order that goes through.

Local Ads

Some people still rely on newspaper etc. adds for their purchases. Although they reach a smaller audience, they have three advantages over eBay:


Ads are generally a fixed price, so fees don't depend on selling price - ideal for large lots of LEGO.
If you sell locally, you don't have to charge postage, as buyers can generally collect.
It is arguable that people who mainly buy from local adds are generally less well informed about "realistic" prices than people who use web-based purchasing options, so may be willing to pay a little more (although this cuts both ways - they may under-estimate the true price of things, too).


eBay

Despite your aversion to eBay, it is still be your best bet, simply because you'll reach such a large market. Prices on eBay are driven by the market - by what people are willing to pay. For this reason, I'm not sure that it makes sense to say that it is "too cheap".

To get the best price for your LEGO, I suggest using the fixed price listing feature, setting the price at the lowest you're willing to accept. Of course, it may take a little longer to shift your collection if your prices are at the high end of what the market can tolerate. An excellent picture and a good description make a big difference, too, as can your willingness to ship overseas. If you do decide to ship internationally, don't make the mistake of underestimating postage costs.

I use eBay for all my LEGO sales, and I'm generally happy with the results. The only down-side is that the fees can be quite high, but I generally accept that for the convenience.