If you have your own domain, you most likely have unlimited aliases that all come to the same email address. AOL gives you multiple email addresses, and if all else fails, get yourself a supply of free email addresses. You can also use the web to help in your tracking. Designing a unique form, which sends you an email for each ad someone responds to, is not an overwhelming task. You can build a keyword right into the form, that the person filling it out will never see, that lets you know exactly where they saw the ad.
Newsletters are a good choice.
If a newsletter has been around for awhile, and has a decent number of subscribers, they are doing something right. If your ad is not pulling, odds are either you are in the wrong target market, or have a crummy ad. The first mistake someone might make is confusing subscribers with potential customers. One newsletter with 500,000 subscribers may produce minimal results, while another with only a thousand or so, may produce a lot. Here is where you have to determine if the newsletter you are considering is reaching your target market.