Think about how boring a lecture compared to a personal conversation. Design the site as if you were interacting with a single person. First, while controversial, you can use cookies. People are becoming more familiar with them and hence their comfort level with them has risen. Also note that your competitors are probably using them, and if you don't you can suffer from a competitive disadvantage.
Individuals divulge a surprising amount.
Note that this method is only advocated if you use this information strictly for the purposes of improving your site. You can also attend to individual users via email. Never underestimate how far a quick response to an email will go. Be sure to take great strides to quickly and effectively respond. This is a simple, yet powerful, way of gaining a user's trust, and it is much easier than changing a Web site.