in the USA
Localbitcoins, MtGox, Bitfloor, in that order
Mt. Gox does not withdraw to a bank in the U.S. except for a bank wire transfer. They do support withdrawal to Dwolla but if you don't already have a Dwolla account that process takes an extraordinarily long time.
There's also BitMe.com (ACH withdrawal, no "validation" necessary). Coinbase is fast, but they require that you link your account and wait for the test deposit to confirm the amounts.
And then there's also FastCash4Bitcoins.com
Here's a fairly comprehensive list:
- http://en.bitcoin.it/wiki/Selling_bitcoins
