An interesting series of posts by Rick here:
What makes a domain sellable part 2
What makes a domain sellable, part 3
What makes a domain sellable, part 4
Some good tips there and I can agree with most. Domains with clear and obvious use are much easier to sell. They are however harder to find at good prices.
Short domains may have less possible development ideas, but they are a great collectible item which value will only go up.