Selling used LEGO is definitely legal, at least in most legal systems. One of the most basic property rights involves the right to transfer ownership as long as both parties agree on the terms. Even selling items under copyright (instructions, box art, games, etc) is legal under the first-sale doctrine.
I don't see any reason that any of the 3 things that you listed would be illegal. Here's a similar example which hopefully makes things more clear.
Let's say that someone builds computers and sells them. No one builds a computer from scratch, so the builder has to buy lots of components (CPU, GPU, RAM, hard drive, etc). Although each one of these components is likely covered by hundreds of patents, that doesn't actually matter because the builder bought the right to resell the parts. As someone selling MOCs, you have to buy LEGO bricks to resell. This is a valid use of your property rights.
To address your issues specifically:
- Selling a MOC you build - This is legal because you are simply selling your own physical property (the used bricks) and your intellectual property (your MOC)
- Selling the parts one would need for the MOC (+ instructions and part-list) - Again, you have the right to sell the parts. The instructions and part list are your intellectual property, but there may be issues with trademark (e.g. you can't brand it as a TLG authorized set)
- Packing the parts and instructions into a self-designed box and selling them - This is essentially the same as 2 except with additional intellectual property of your own (box art, etc). Again, it needs to be clear that this isn't an official LEGO set.
In regards to the branding and trademark issues, TLG has a document available which provides a useful set of guidelines to use when referring to LEGO.
To be clear, I'm not a lawyer, and if you're planning to start a business selling packaged LEGO MOCs, you might want to consult a real lawyer first.