Do not, however, give in to the urge to require your would-be clientèle to join your mailing list before allowing them to mailing list access your site. This trick has been abused by SPAMmers for so long that you're going to lose your customers before they've even gotten started. If you have a store, ask your customers for their name and address upon checkout.
If they are shopping at your store they are obviously patrons of the product or service that you are offering; and there's no better customer than a repeat customer. Search around for related businesses and add them to mailing list your mailing list. If you offer a trash disposal service and a new restaurant has just opened up down the street you can guarantee that they're going to be looking for somebody.
That somebody should be you! Team up with another business that offers a product or service related to yours. Add their customers to your mailing list and vice-versa. This way you get happy customers, happy professional mailing list contacts and happy financiers. Take part in community events and offer visitors the chance to sign up.