My primary list-building 'tool' has always been (can you guess it?

forums.
Depending on...
Your posting frequency
Your posts
Your sig file
Your 'subscription page'
Your offer
Your niche
You can pull in several hundred subscribers per month...just by participating and including your sig file. This is old news to some and an exciting new concept to others -- but even many people who yawn about it and say 'been there, done that' don't REALLY utilize forums as a list-building tool.
Another idea...
Since surveying your market before creating a product is the best way to go -- unless you're positively sure your idea will be a hit -- put a little twist on the survey. At the end, include a checkbox (that's already checked) that says something like "Sign me up for X newsletter, all about X - and read the results from this survey in a couple weeks!" When people submit the survey, you've just 1) gotten valuable input on your product idea and 2) grown your list simultaneously with minimal effort.
A good way to attract survey responses? Forum sig files
God bless