Hi Xeon...
I havent actually 'purchased' opt-in lists, but have a friend that has done this and made a sweet profit from it. I agree with Henrik though - the risk of spam complaints is high in this situation, and can be more trouble than its worth in the end (costing you more than you are able to profit before you get shut down).
That said, there are safe-lists and other types of opt-in lists that are free to use... and many will tell you that these are a complete waste of time. I agree to an extent... unless you are offering a product/service in your ad that
ad writers would be interested in. Obviously everyone that is reading your ad originally joined that "safe list" so that they could
send an ad out. Keeping that in mind... you might find some use for these lists.
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Chat rooms - Henrik made some good points on this method - and I agree. However... I host the Affiliate Marketing Chat every Sunday night for the Womans Networking Community for 60-90 minutes. It is usually full of resources (and links) and so I save the transcript of that chat and make it available for download to the entire group (and ocassionally to other groups as well). This has proven to be a decent marketing strategy
I do include my name & link on the copy of the transcript - as well as all of the links/resources that were originally discussed at the chat itself. My next course of action is to combine these resources into a mini-site and free ebook... using search engines to draw in new traffic for both the information I offer and to the weekly chat. This is one instance where I can say that using a chat room is a profitable marketing tool.
I think its safe to say that as a general rule, targeted advertising works
much better than mass advertising. Combining those two and creating a
targeted mass advertising campaign would be your best shot!