I would consider consigning them to a reputable auction house that specilizes in paper items. They know how to contact buyers for their items. Most auction house's now also have internet bidding. They will use a reserve if you prefer. They will do all the work and of course will charge you a commission.
To sell 5000 items on EBay will require an untold amount of effort....and you may not get the full value of your comics.
One site to search for a reputable auctioneer/auction house is the National Auctioneers web site
http://www.auctioneers.org/.
If you have other questions about the auction method of marketing, please email me.