I've seen peple say you should sell Dominator parts at Science stations, but I see no option for this. I just sell the m in the usual way. I don't think Science statons give me a better price. What do you do with Dominator parts exactly?

Go to a science station and choose "I want to contribute to Dominator research".
Then you'll get an option to contribute to any of the 3 dominator types researc. Always sell dominator parts of 1 type (e.g. Keller) to the according research as this can give you double the money. If that's the case, you'll see that the offered price indicates X2.

So yes, in some cases science stations do offer better money ánd you're speeding up their dominator research, leading to interesting gadgets later on in the game.