Should I sell the copyright of my art

Copyright is one of the most important things you should have a good understanding of whenever you’re selling your art. There is a lot of misunderstanding going around among both artists and their clients. Selling/obtaining the copyright then seems like the easiest thing to do, while in fact, you as an artist might end up dealing with a serious headache. Selling the copyright shouldn’t even be considered. Instead, licensing is the way to go.
So what is the difference? And how do you go about informing your client and creating licenses?