There are many nuances to each element that savvy direct mailers can exploit. You can try applying them to your small business' next direct mail campaign. Test mailing lists before conducting a mailing. Using them will artificially inflate the results of your test, and set you up for a big let-down when you mail to the rest of the list. If you are an advertiser, ask for mailing list names from the publication or publications in which you advertise.
Most publications give away some free names to their advertisers.
The number of names you will receive will depend on how much advertising you do. It is the Post Office's list of everyone who has moved and changed their address. To save money, swap lists with other companies. This will save you substantial money on mailing list rental. Don't dismiss the idea of swapping with direct competition.