My "day job" is running a marketing agency that does both SEO, PPC and web design.
While you don't mention what you are marketing and to whom you are marketing to, my first suggestion is to make it easy and give an incentive for people to sign up. The mistake of most new folks is to want as much information as possible. Write (or have ghostwritten) getting an e-book related to what you are marketing and give it away if someone gives you a valid e-mail list and first name.
The next thing would be to set up an e-mail series that incentives people to take the next step -- either calling or filling out a longer lead form. Ultimately, you need to move people down the funnel towards whatever your conversion/sale/objective is. The real power will be in nurturing and maintaining that e-mail list -- you won't have something for everyone right away but eventually you might so if you stay in touch, continue to provide value, eventually, there will be a sale for you.
My second point is that you'll need to test what kind of traffic works best for you and meets your ROI. I've have some clients where Facebook rocks but Adwords sucks while someone in the same industry but different location will do better with Adwords and SEO traffic. Test, test and test again.
PM me for a $100 adwords coupon if you'd like...