There’s a wide variety of places online to sell print books, the best known being Amazon. Sadly as far as I can gather they don’t sell PDFs, and as far as RPG PDF sales go, DriveThruRPG seems to have a near-monopoly on the market. Selling through DriveThruRPG is likely to get you the most sales. I recently posted on G+ hoping to find a few other options, and there are some out there.
Note: I have only personally dealt with DriveThruRPG, Lulu, and (for print books only) Amazon’s CreateSpace.
Indie Press Revolution
This site, like most of the others so far, supports both print and PDF. Their name doesn’t suggest they are gaming specific, but they are.
This site, which sells PDFs focuses on D&D through its various editions. It looks like they just sell PDFs and not physical books, but I’m not 100% sure on that. I’ve noticed they do have some Dungeon World and other non-D&D games available, which says to me that, while not the focus, you can sell other games through them.
Your Own Website
Of course, setting up your own website and selling your PDFs through there is an option as well. I haven’t started doing this yet, and suspect that unless you are already a well known author, or giving them away for free (or pay what you want) it won’t be very fruitful. There’s a huge number of shopping carts you can use to sell PDFs on your own website, but going into those is a whole other can of worms.
Know of some others? Get in touch so I can take a look and list them.
I would have never thought to sell books of any sort (other than maybe some handmade ones) on here, but, it was brought to my attention that you can indeed sell books and PDFs here. There are apparently some RPG zines that are sold through Etsy as well. They are different from DriveThruRPG and some of the other places you can sell books through in that they are really a marketplace and whether you sell exclusively through it or not won’t impact your earnings.
Open Gaming Store
This one focuses on RPG related PDFs from what I see, much as DriveThru does. It also has miniatures and dice.
The Indie RPGs Un-Store
As the title says, not technically a store. The Un-store doesn’t sell the games you publish, you do, but, they provide a place to list them. It’s a cool idea, though I have to say that I’d really like to see the site layout updated.