I've never sold any books through Heritage, CC, or CL auctions, but I bid on all three sites from time to time. As a buyer, my totally unscientific impression is that Heritage used to get much stronger prices on GA material but that CC and CL have mostly closed the gap. I still think that books sell for more on Heritage but probably not by a wide enough margin to cover the higher commissions.
As for eBay, my experience has been that auction results are all over the map. I've picked up books for well below my max, but I've seen other books sell for several times what I would have been willing to pay. I've also seen plenty of eBay auctions cancelled because the seller didn't like how they were going.