Direct marketing is a numbers game. It's repetition. It's consistency. Like Dobs said, don't shotgun. Much of your effort goes places you don't want to work anyway. Narrow your list down to the most promising prospects. It's time consuming but it pays off. Put your best foot forward with a professional piece that conveys your professionalism and builds confidence in the reader.
All of your marketing is an investment in your business. Even when it doesn't generate as much work as you'd like, or maybe even none, every mailing still generates tens, hundreds or thousands of impressions in the market you serve. The more people see you, the more familiar you become. The more familiar you are, the more comfortable people feel about calling.
Look at all the billboards along the road. People may not pull over and jot info off the sign, but it reinforces other forms of marketing. Is there anybody left who doesn't know that silly Geico gecko? When people see the gecko they think Geico. As familiar as he's become, when his image is on a billboard little else is needed to get the message across. Any advertising you do will hopefully do the same sort of thing, helping you become a more established part of the community.
The best marketers I've met made the commitment and saw it through the scary part. From our own experience, it wasn't until we committed to spending the dollars, come hell or high water, that we saw a meaningful return. Some advertising worked great, some absolutely flopped, some it was hard to tell. Overall, it was a positive. It was an uncomfortable first year but the results made the next year's spending decisions a no-brainer. It was some of the best money we ever spent.....despite the fact a lot of it went to the YP's. lol