I too built my business many years ago by delivering leaflets with my own fair hand.
That method brings the benefits of target marketing (avoiding residences containing aggressive dogs, partly dismantled vehicles on the front lawn etcetera), gaining familiarity with the areas, and getting in your daily dose of excercise. I used to really enjoy the activity and as has already been said the leaflets were delivered in tact and there were opportunuties to talk to people.
I am soon to do some more leaflets because I now need to "top up" my client list to compensate for those who have died, gone into homes, split up, or left the area.
If you are interested in the Royal Mail service go to
www.royalmail.com and search for Direct Mail. Could be worth a try.