Hi, I think one of the easiest ways of doing this is creating a competition style splash page that has a newsletter style 'opt-in' box to collect emails. Depending on your target market you could use online advertising to promote the competition, or just hand out some home printed flyers around town. Hope that sparks your imagination!
Yeah a site with an opt-in is going to be the main way to do it. As element said if you have a competition, especially if you're giving something away, people should flock to it (if the prize is cool). You could use a service like Wild Fire App to promote it.
I would suggest similar to the above. Create or find a report / software / product that is related to your niche and of high perceived value (obviously you would need the rights to be able to give it away.) Unique is best but if not then at least make it APPEAR unique in some way. Create a squeeze page (a page with an opt-in form on it and bullet points about your free offer) and then look to drive traffic to that page. If you participate in forums etc within your niche (AND ADD VALUE to that forum) and add a catchy signature file, you should start to get a steady stream of traffic. Hope it helps Aaron
You didn't state if it was free or paid methods you were after. The quickest is obviously paid which can be done through solo ads (paid mail blast to others lists) then when you have a number you could do adswaps with people with similar lists.