The way to do this is to create a squeeze page and give away something of value on that squeeze page.
This will start your list.

The fastest way to get traffic to that squeeze page is in Giveaways!!!!
I am a huge fan of this method of list building.
As soon as your list is between 500 and 1000 subscribers, then get involved in Adswaps to grow your list even further.

There are several online forums and websites that are adswap specific where you can find partners with the same size list as yourself.
Now this is emailing of course.. but it is specific emailing.
Here are other ways I believe in.

1. I think that blog review sites are a great way to get traffic and make sales with affiliate products.

2. I also think that Article Marketing is a great way to drive traffic. You can direct your readers to a sales page although I believe in directing them to a squeeze page for my free content first. But again this will lead to email marketing. (You must be consistent with this type of marketing for it to be effective).

3. Also put a signature line in Forums and post useful information. People will look at what you are offering in your sig line and click over to your site. Again, I believe in directing them to your FREE content. Once they are on your list you have a better chance of building a good relationship with them and selling something there after.

4. You can place ads on ezines for a small fee. This is a very inexpensive and effective way to market to the ezines list of subscribers.

I believe in FREE advertising first, then when you start making sales you can look into these other options.

I hope this has been useful to you!
Have fun and good luck,
Adrienne