I would approach an auction house that specializes in art, not just a general one. The big-name ones include Sotheby's, Christie's, and Bonhams, but check in your local phone directory to see if you don't have a small local specialist. You'd contact their valuations department to have the painting assessed, either in person or by photo provisionally. Their websites should give info/contact numbers and information on their procedures.
Christies offer an online free estimate service and Sotheby's auction estimates by mail. You may well pay a fee for a full evaluation, so be sure to ask, and definitely pay commission for the sale. If you've got any paperwork associated with the painting, be sure to mention this as it helps establish the provenance of the painting.