We're in a pretty strict area for meat regulations, but farmer's markets are still an option without any sort of licensing. The animal has to be slaughtered at an inspected abattoir but, after that, you can sell meat cuts or even processed meats at farmer's markets. If you're thinking about that option, look into the legalities in your area.
The sales barn is your last resort, for both sales and purchases. If you have a quality animal, you won't get paid much, or any, more than other animals there.
Direct sales, as Deborah says, is your best bet, either by selling the animal live and delivering it to the abattoir, or by having it butchered yourself and selling box meats.
Restaurants and
local stores may be an option, but the number of times I've heard farmers getting stiffed by restaurants would give me pause.