For something simple like this you would just need to setup a form somewhere on your site, preferably on every page if you can, where visitors can subscribe to your opt-in list. It's never too early to begin building an opt-in list. No matter what type of business you're in, you can easily whip up a short report and make it available via an autoresponder that they can request by simply entering their name and email address. It doesn't have to be a report, it could just as easily be an electronic book, downloadable software, etc. There are laws that govern certain types of promotions, so be sure to abide by them if applicable.
People love just about anything that's free.
Perhaps you can hold a weekly drawing, giving your product or service away for free to a randomly selected winner from your mailing list. It doesn't cost us anything at all to award prizes, and any visitor low on funds but interested in our product is a perfect candidate to enter our contest. In terms of building an online community, developing long-term relationships, and profit potential, one of the best things you can do for your online business is to publish a periodic email newsletter related to your industry. Sure there's work involved, but it's well worth it if you do it right. Our newsletter has over 60,000 subscribers, and the majority of them look forward to receiving it each week.