The most money is in direct retail. How difficult that is to get depends on what you have an how good you are at selling things. There is no simple answer here.
The risks associated with selling online are numerous but they mostly boil down to creditworthiness and security issues. For example, unscrupulous people can make returns, even if they are unreasonable and credit cards ALWAYS side with the buyer. Buyers don't normally want to wire you money in advance. Local dealers will normally pay cash but they pay less. The tradeoff here is up to you. Loupetroop.com is popular around here. You can use an escrow service which lowers the risk but, of course, it comes with a fee.
No, there's no particular reason not to share the GIA info. Any buyer with sense is going to require it.