If you only have a few animals, the easiest way to do it is to sell the whole animal to a customer and deliver to the locker for processing. You will get a lot more money doing that rather than taking them to the sale barn. If you sell meat at a farmers market or to stores or restaurants, you have to have a license to sell meat, which complicates matters considerably and isn't worth it unless you are selling a lot of meat. I wrote more about this topic here:
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.
A piece of land is worth as much as the person farming it.
-Le Livre du Colon, 1902
The Greenhouse of the Future ebook by Francis Gendron