If your goal is to absolutely maximize money, the Auction is probably not the best possible choice.  A lot of the bidders are actually dealers, and they are only looking for good deals.  If a couple enthusiasts are in the room when your item comes up you may do very well.  If not, you'll get maybe half of what it would retail for.  Or maybe less, if the dealers already have a lot of copies.

On the other hand, the fees are very low, and the process is much easier.  You won't have to worry about shipping, feedback, etc.  Drop off the games Wednesday or Thursday, have fun at the con, and come back around Sunday to collect your money and/or unsold goods. 

So as a fairly convenient way to get some money for old games, it's great.  As a way to squeeze every possible nickel from old games, it's probably not ideal.
 

There are multiple sections just for wargames AND if you honestly have unopened copies of old Avalon Hill games those have a decent shot of ending up in the "Crème de la crème" section and getting a lot of attention and quite possibly a higher price than EBay due to the enthusiasm generated when people bid against each other in-person for really unusual things.  Definitely no guarantees of anything, no, but I always sell stuff at the Gen-Con Auction instead of EBay because I like not having to deal with packaging/mailing things and scam bidders.

My additional advice would be to simply do your homework on what the games may typically sell for in other platforms and set your reserves accordingly.