I use the AH (auction house) a fair bit - mostly to fund my costume and tailor bills.
I try to work on pricing to sell so yes you can get a lot more for some items but I don't like waiting and possibly having stuff go unsold.
White - sell to a vendor - junk
Yellow - sell to a vendor unless it's got something really cool like heath-on-kill on it - sell for just above what a vendor would buy it for.
Green - worth putting into the AH at double the vendor purchase price.
Blue - 'Normal' blues are well worth putting into the AH at 3 to 4 times the vendor purchase price. BUT Blue items earned on Adventure packs or Comic Series on Hard, Very Hard or Elite difficulty scale as worth MUCH more and I'll come back to these.
Purple - never actually sold one of these yet but I'd be looking at 5 to 8 times vendor purchase price. (I think comic series blues are sadly mostly Bind on Pickup)
Very Hard or Elite Blue drops - I've only ever sold these at lvl40 so can't advise on price scaling for lower lvl items. - These are best priced for 20-60G for lvl 40 secondaries (+36 total stat bonus) and 60-100G for lvl 40 primaries (+97 total stat bonus iirc) they'll sell and sell quick. Anything with CON on tends to go faster and for more cash. If you want to be greedier I'd do a quick search of what's similar (search same lvl, upgrade slot, blue quality and look at highest first) and price under what's closest to yours.
Costume Unlocks - any costume unlock especially from Vibora Bay will be worth a bit - best search and price accordingly.
lvl40 Blood Moon Devices are good for 200G and upwards.
I reckon I've earned about 1000G from the AH but spent 1200G!