I find that I'm better at coming up with a story idea than writing a screenplay. I've heard that treatments are the way to go. Do you have to write the screenplay if you only want to sell the story and get money for it?
No, you don't have to write the screenplay if you just want to sell the story. Essentially, you get a finder's fee and they take the idea and run.
However, this is not as easy to do as it sounds. There are a million great ideas floating around; the hard part is the execution. Yes, Hollywood buys a lot -- a lot -- of ideas off of pitches (that's the first step; treatments are the second step), but they usually buy them from people with credits, people they know can deliver a good script.
This is not to discourage you, merely to let you know that you're going to need to stack the deck in your favor. There are certain types of stories that sell better from a pitch:
1) True-life stories to which you control the rights. Something historical in public domain or (better) some contemporary crazy, weird thing that happened to you or someone you know, or someone you can option the rights from for $1 and a piece of the action if you sell it. Don't go out and jump off Niagara Falls just to have the rights to something goofy, but, if, for instance, your roommate turns out to be an axe-murderer... Don't laugh, it happened to a friend of mine. Or if something happened in your hometown that's got a "ripped from the headlines" feel to it. Be sure to option those rights from, say, a survivor of the freak flood that stranded twelve. If you don't control the rights, you don't have anything to sell.
2) High-concept stories. These are ideas that can be told in a sentence and everyone gets what you're talking about: "Alien vs. Predator" or "Speed" (the pitch: "Die Hard" on a bus.) "Postcards from the Edge" is not high-concept; almost nothing character-driven is. The pleasure of that movie is in the execution, not the premise. On the other hand "Jurassic Park" is so high-concept the title alone tells you exactly what to expect.
I wouldn't worry about treatments until you know how to pitch. The king of pitching is Robert Kosberg. Google him -- he's always being interviewed -- and if you can ever hear him speak at a writer's conference, he's just amazing.
Speaking of writer's conferences, if you want to learn to pitch the best way is to learn from people -- books don't do it. It's a verbal art. I don't know where you live, but if you're not in L.A., try joining the Scriptwriters Network (although you need to have a completed script to join) at http://scriptwritersnetwork.com. They maintain an audiotape library of guest speakers, available to members for a small fee, and Heidi Wall did a session on pitching a few years ago that's classic. If you are in L.A. or almost any major city, try the Learning Annex or its local equivalent. Also, almost every writers conference offers pitching sessions.
Treatments are requested after they hear and like your pitch. Really, a treatment is just your story told in the right order, in an interesting way, in about five pages. There's no gold standard to follow.