If you're talking about the Selman auctions, it's quite expensive to have them auction a weight for you. It's probably worth while if your weight is expected to sell for more that $1p00, but you'll probably get a better margin on your particular weight by selling it on Ebay. I've sold weights both ways, and in my opinion, a weight needs to be pretty special to bother going through Selman.
They charge you to put it in the catalog (I think it was a $25 "photography charge') and of course you pay to ship it to them - insured. Then they take 20% (or it might be higher now) of the final hammer price. Then there was some obscure other percentage, like 1/2% or something, for "insurance" for them. If it doesn't sell, they reserve the right to keep it in their store indefiniately, and sell it for whatever they decide. If you can get it returned, of course you will pay return shipping, too.
Selman is a good paperweight seller, and their catalogs get into the hands of serious collectors all over the world, but I think it's more worthwhile to use them for Antiques, or a few of the really pricey moderns. Just my $0.02. Good luck.