The key to building a good quality mailing list is to give your potential customers something of value that is closely related to the theme of your business. The easiest freebie to give away from your point of view (and also the one that is seen to have mailing list a high potential value) is a report or eBook of some kind. Now you might be wondering whether your business is ideally suited for that type of product, but with some thought it is relatively easy to come up with something suitable.
For example, let's suppose you run a home wine making business that sells all the wine kits and necessary equipment for making your own mailing list wine at home. That might not sound like the easiest business to create an eBook or free report around, but bear in mind that a lot of people visiting your website will probably be thinking about making wine for the first time. So why not provide them with an eBook about do's and dont's they will need to bear in mind?
Once they have downloaded the eBook directly from your website (using the double opt in method to protect you and your business) you can then send them an email once a month which lets them know about the latest products and mailing list deals your website has on offer. You know they are interested in wine making so there is every chance that you will receive a good response to every email you send out.