A while back ago the developers of Age of Conan developers forbid the auction of real money being changed for AOC GOLD and other goods, and even asked eBay if they would stop listing or allowing these auctions on their site.
With specialized websites dedicated to these activities it was inevitable that Age of Conan would have to address the situation themselves in a different manner.
In the year of 2005 in the month of June, Sony Online Entertainment produced station exchange in which they legalized the exchange of gold for real cash. Station Exchange is an official auction system, on certain designated servers it allows real money to be transferred for in game gold, items or characters; they still discourage buying in game material for real cash on any other forum besides the one that Sony Online Entertainment provides.
Another way of making money is through partnership, or advertising. For the millions of players playing Age of Conan in a special treat was given for there at work playing efforts, the game allowed players to place orders for pizza delivery from with the game, with simply typing in the command pizza.
No, you could not use your gold for the pie but you could have a meal at the push of a button. The promotion has since ended but generated lots of press and question for different possibilities for the future.
Whether you want to save up your gold for your own use or you want to sell it to the highest bidder it does not matter, because the company you love playing for will take care of you as well as take your money, so do the same I say.