When you first start out, getting a mailing list together for a targeting direct mail piece might be a challenge. If you’re big or have the finances you might consider purchasing a mailing list from a reputable source. The prices on these where I’m located run about $250 for 3000 names with additional cost-per-person for extra information like phone numbers, titles, etc.
That’s not bad if it can be carefully targeted, but arguably the best list will be one you make yourself. You can collect addresses a few ways. The best return on investment will be people who solicit you for more information either by requesting quotes and brochures through your website/e-newsletter or through one-on-one interactions.
Barring that, another common way to collect information is to go to a conference where many of your potential customers might be. If you sell yarn this might be the 2011 Knitters of America Conference. On top of potentially setting up a booth and selling that way, often these conferences will sell their attendee lists.
As before, however, you’ll get better results if the addresses you get are from talking to the people at the conference. If you have a booth, set up a fish bowl with cards for people to fill out or drop in business cards to get into a drawing for a prize and your work is done. Trade business cards. Some conferences have sophisticated electronic badges you can scan with handheld scanners and then print up your own personalized database of people you talked to.
Getting a mailing and email list together is of course just the first step. Afterwards you’ll need to start the care and grooming of your database.