The best approach will contain a variety of media to cost-effectively reach your target market. Do more than just listing your URL at the end of the commercial. You can use direct mail to send cheaper mini-catalogs that feature a small set of products but drive people to your web site for the full or a personalized selection. Create radio contests and promotions that require people to visit your site. People use the web for information, why not promote your useful and expert content.
Many web sites make the news when they provide innovative ways of interacting with customers.
Eddie Bauer promotes its URL on its cash register display. Such sponsorships can have the added benefit of credibility from the association with a branded site. Get your name out across a wide network of sites at a relatively low cost. Plus, results are trackable. Participating in or creating your own email newsletter or alert can be relatively inexpensive.