Hi
I would sell them directly to the end user, depending on what your niche is would depend on who you sell them to.
If to use your example you are doing lead gen for Payday loans I would contact all the loan companies and say something like
I have a site that is generating *** leads a month for loans from sub prime lenders such as yourselves I wish to supply you with these leads how much do you pay per lead?
They will have someone in their office who deals with this sort of thing (depending on how prevalent lead gen is in the industry) but the sort of things they will look at are your website and if you are keeping to industry terms of service (finance has lots of rules) and if you are attracting the right sort of lead.
I would offer to send them leads for a month (or a few weeks if you are generating a lot) so they can test the quality, remember it costs them money to follow up leads and if they do not convert they make no money.
I hope this helps
Sean