There are also several media directories on the Web, the best being MediaFinder . You'll want to divide your print media database into different categories depending on the type of publication it is. Always call first before sending in your material to verify contact information. Also request a copy of their editorial calendar for upcoming months. This will alert you to what themes and topics it is planning so you can scope out possible story tie-ins with your band or act well in advance.
Radio also requires some research.
Learn about the different formats of the various stations in your area and the types of programs they air. Consider who their target audiences are. Listen to the stations. Check media reference books like the ones above for station contact information. Always ask if they feature local and new artists in any special programming section.