What happens when you want to take things a step further, and start reaching out to people that have never heard of you? One option is to sit down with a business directory, or phone book, and start creating your own spreadsheet to create mailing labels with. Very time consuming! Another option is to contact your local Chamber of Commerce and see if they are able to provide either mailing labels or a mailing list (spreadsheet) of their members. (In my experience, some chambers will do this, others will not, so your mileage may vary.)
Another option that I recently found was through an outfit called ReferenceUSA. If you're doing a large mailing, my suggestion is to call them directly and ask for pricing. They will ask what type of audience you're after (target market) and provide a price. For my inquiry, they offered almost 30,000 contacts for roughly $1500. Compared to the cost of postage, this is CHEAP!
If you're doing a small mailing, this is where things can get even sweeter. My local library offers access to its members to the ReferenceUSA database, and yours might, too. The only downfall is that you can only export / view / save 20 records at a time with this method.