I recently saw natural pearls sell for very good prices at an auction. I think this will be an increasingly popular way to sell natural pearls in the future.
Also, wholesalers are always interested in buying natural pearls, but the prices they pay are often lower. If wanting to sell a natural pearl quickly, this is a good way to go.
Another option is to post it for sale on this site. I will be adding a natural pearl section to my catalog soon. You set your price, you provide photos, you hold onto your pearl until sold and we go from there. There is no charge to list it on my site and no obligation to sell it exclusively here. I ask a small percentage for the service if it sells through my site.
Feel free to email me personally here: karipearls(at)gmail(dot)com if any of these options interests you.