If you sell an individual marble, put it in a baggie. Then some would ship it in a bubble wrap envelope. I would be sure to bubble wrap it a lot before I put it in the envelope. Would hate to see it succumb to stress.
I have smallish boxes for shipping marbles. And small baggies (2" x 2") to put individual ones in.
If you ship larger lots then you need to wrap them snuggly, but not so that they grind. And whatever box you put them inside, make sure there's room to put bubble wrap cushion around it, or wadded up newspaper could do. (Packing peanuts don't do very well.)
Basically make sure there is room between the marbles and the edge of the box in case someone decides to dropkick it.
First and foremost remember that you are shipping glass and treat it accordingly.
I don't know of inexpensive ways to ship it. I guess that's why people moved to bubble wrap lined envelopes instead of boxes, to try to cut down on the costs.
If you print your label out through ebay, I think you can get a discount on the cost of priority shipping. I don't know if there are any discounts available on other types of shipping.