Keep it relevant, keep it local (at least at first). Identify where you go to obtain a business license (city office, county office, etc.). Visit their office in person and ask to buy a copy of the list. Most can print it while you wait for most any recent period of time and for a very modest cost. Also, many municipalities have new business license lists online where you can get a free pdf download.
A more expensive source is infousa.com which can provide data sorted by criteria such as geography, business type, etc. A third manner to locate the "invisible businesses" is to collect business cards from bulletin boards, restaurants, etc. Many of these will lead you to very small, often unlicensed, businesses that could definitely use professional computer services. Do understand however that a response rate of 1%-2% is considered successful for direct mail. Consider this and calculate your ROI before you try it. There are better ways to find business opportunities.
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