Could you sell it at a pawn shop or a maybe to a gunsmith? Do gun shops take trade-ins? Not sure about any of these, just brainstorming.

Depending on the firearm lots of gun shops take rifles on trade or sale. Some might do consignment sales... Heck I think Gander Mountain even does consignment sales.

Private sale is fine for long guns as long as you are both in the same state, just print out the private party form from the ATF site. If they are from out of state you have to do the transfer through a FFL in the purchasers state of residence.