Don't sell them in the MP. Sell them in the forums. And sell them as tickets. Most of the time they buy tickets to get the more expensive items in Prize and Joy ticketwise.
I don't sell them at all. just save them up for a item from prize and joy.
Really you could do both, however selling tickets on the market could take longer then buying an item from Prize and Joy and selling it. If your going to buy an item from Prize and Joy get an item that sells.
Sell most (if not all) items in the Exchange after hoarding them. I usually get a full page of various game items or so and make a mega-thread showing off the inventory. It usually yields better results than trying to sell an item from P&J.
I have no idea which is the best way to make the most gold. I just sell my tickets off. But you may make more profit with an item. just check the items you have enough tickets for and see what method you want to go with.
Tickets always go for shit prices on the market. Sell them in the forums. Go to the games section, then the exchange, then gaming items. If you don't see anyone buying for 3+ gold per ticket, make a post. Include how many you want to sell, and the price you want to sell them for. 3-4g per is the usual. I always go for 3 unless inflation has kicked in, then I go for 1 or 0.5 under the competition.
I used to sell hundreds of thousands of tickets this way and made a killing. It's literally the best way to deal with tickets.