Well, I'd say that the most popular character 
in the show is, by far, Xelloss.  Followed closely 
by Zelgadis.  Probably the most expensive 
cel-wise, though, is the Lord of Nightmares.

Major mazoku (Hellmaster, Val, and Gaarv) still 
bring in a decent price, as does Filia, 
particularly if she has her tail.  Non-mazoku 
villain cels seem to be wonky in terms of price, 
so I'm not even going to try to predict 'em.  Same 
goes for Lina, Gourry, and Amelia themselves.

As always, unusual scenes (such as Xelloss in a 
dress, Lina and Amelia in their silly shrine 
maiden outfits, or Zelgadis in his human 
flashbacks), favorite scenes, and backgrounded 
cels are extremely popular with collectors.

That's all simplifying, of course, but the cel 
market is so weird that generalizing is probably 
the best you'll get.  *grin*

Good luck, and we can't wait to see what you'll 
have for sale!