Yell is like burning money, very few get decent results from it.
Adwords can work - but the only people I know who've actually got more out of it than the put in all used adwords professionals to run their campaigns,.. its a job best left to the experts.
In my experience the best value for money advertising is van signwriting, closely followed by a decent (And google optimised) website.
After that, simple things like your company name & number on the back of uniform tops etc brings in a decent amount of work for very little investment.