Using shortcodes to parse POST request (containing the data from a front-end form)

Alway send submissions to the page the form is displayed. In your shortcode callback you can then display proper error or success messages.

Sample:

add_shortcode( 'classifiedsform', 'classifiedsform_callback' );

function classifiedsform_callback()
{
    if ( 'POST' !== $_SERVER['REQUEST_METHOD'] 
        or ! isset ( $_POST['classifieds'] )
    )
    {
        return classifieds_input_form();
    }

    // process input show errors or success message

}

function classifieds_input_form()
{
    // return a string with the form HTML
}

Make sure you don’t use a reserved variable or WordPress will drop the content silently.