The best way and fastest way to collect a quality mailing list is to create a Squeeze Page. This is an introduction page to your website where mailing list you give an outline of your product. Instead of the visitor going directly to your website mailing list you place a form which is called an Opt in Form on the page. You offer them something free like a newsletter of a free product in return for them signing up.
They will then enter their name and email address on the form. Once they have done this they will receive an email in their email box either confirming their request for more information or a direct link to where they can access the product. By mailing list using this method you are insuring that they are interested in what you have to offer, there is no risk of spam and you will be able to use this email address again to promote other products, newsletters of free gifts.
You will need an autoresponder for this method. Some are free and others are paid. The best one is around $19.00 a month but is worth it's weigh in gold. If you are serious about your business, $19.00 is nothing compared to what you mailing list will get in return. You can also rent or buy targeted email lists but be very wary about them and make sure that you are actually getting proper leads.