The best way to make money with a domain is to... sell it! But you won't sell all of them. Or you will keep some for years before being able to sell them. Periodically, most domainers also sell some names for which they just see no prospect (or have no money for renewal fees!), sometimes at a bargain price.
But let's assume you have domains you want to keep, although you have not yet been able to sell them. What are you going to do? Just to leave them as empty pages? No content, nothing?
There are better things to do. Supposing the domain name attracts so-called "natural traffic", i.e. people just searching for content under that name (usually a .com name), or if the domain used to have content before and has many backlinks which bring visitors to it, then a solution could be to park it with a parking company. A parking page will usually offer advertisement, and if people click on those ads and visit the advertisers, it will bring some money. Not much, unless you have many visitors.
Some parking companies only accept domain names which potentially generate high revenue: they will evaluate your portfolio, and accept you or turn you down. Some are more open. If you want to park your domain names, we recommend NameDrive - it is free and you can start parking domains there, while keeping full control of them (you just need to change the DNS in your registrar's interface for the domains you want to park with NameDrive, and you are free at any time to remove them, put them with another parking service, etc.).