I got more for my car from Carmax than anywhere else. It had enough issues (both motor mounts leaking, rear dif had a slow leak, some other minor parts that needed replacing [it adds up in an Audi...]) that I wouldn't have made more in a private sale.
Every VW dealer I went to offered well below the carmax offer. Even the one I bought my MkVI from, I told them "I don't care if you buy it or not - if you can beat this offer, it's all yours, if you can't, I'm keeping it", and they wouldn't match or beat it.
The way I look at it, Carmax is a decent starting point for your trade in value, just like zag.com is a decent starting point for pricing. It doesn't mean you have to sell to carmax or buy from a zag.com dealer, but it's a great way to get an idea of what ballpark you should be in (and might turn out to be your best offer)