Contact an auctioneer while you're still with us, or make provisions in your testament, to have your executor contact an auctioneer.
As a member of two clubs that have had various collections brought to us by the surviving family member, my perspective is that it is generally a pain in the ass for a club to try to dispose of someone's collection, just as it is for your surviving family. It is far easier for everyone to let a professional handle it, if you decide that liquidating your collection is what you want to do. Each case is different, of course. I've seen some cases in which it was relatively easy, because the survivors just wanted to get rid of their departed's things, and weren't too worried about getting cash value back. I've seen others where it took a long time to dispose of a collection, and where the club's officers wound up with extra work to take care of the collection.
After having a professional take care of it, the next best thing probably is to go through the forum, to get wide access to the broadest group of knowledgeable people. I see a lot of this on the Treefrog Toy Soldier forum, where someone joins up to post questions about his or her late Dad's or Granddad's collection. Even if the person just sells the pieces on eBay, the forum provides some friendly free advice.
But personally, I'd write it into my will either to bequeath it to a museum, library, or other organization, or to contact a specialty auctioneer to take care of it.
Prost!
Brad