How to best sell a game?

Hello all you grizzled indie game developers,

After having put hours into my not nearly finished game, I've been looking into selling it to a flash game licensing company (flashgame dollars, mochi games, etc...). Ultimately, I would still like to keep the creative rights over my game, but also have it hosted on a reputable site, where it is less likely to be stolen and rehosted. At this point I don't know if I would be better hosting it myself and begging for donations, or applying my own advertisements on my site.

I am really looking for good advice as to what I should do to get the most out of my work.

Thanks,
Jared