Where can you sell a 1915 five cent coin?

It really depends on the coin's value and the country that issued it. If it's valuable you may want to try to sell it privately either through eBay or an auction house. In addition you may want it to be professionally graded.

On the other hand, if it's not worth much (for ex. a very worn 1915 US nickel, retail value $5 or so) it may not even be worth selling because it would cost more to post on eBay and a dealer would only pay wholesale, around 3 bucks.