If you're in a business that requires leads coming in for not a lot of money, consider printing and distributing door hangers.
Door hangers are those printed flyers with a cut out slot to allow them to slip over a door knob at a house. Doorhangers can be printed pretty inexpensively (one website offers to pring 3000 for just $179) and are much less expensive to distribute than direct mail.
Are they as effective? It depends on the type of service offered, and if that service matches the area in which you have the door hangers distributed to (do your homework!).
Focus on your copy, use lots of color, and include a coupon if possible...that should ensure a good call-to-action response.
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