Yes ir i hear ya there, getting a list is the hardest part, but honestly one of the best ways to get going is getting some nice looking Cheap club flyers i get mine by the thousand for 40 bucks, going into a local sports store or equipment stoe and offering to pay them fr there list, givem like 25% for everyone on there list that responds and your set, its a one time thing and if you do it right you can get a good couple of thousand names in your local area, that are already demographically and industry targeted. your ROI should be up to 60% higher than just pick an area and mailing.
-also if you can find your self a decent gym job, there are a ton of oppurtunities to build long relationships with clients willing to follow you if you decide to go off on your own. little advice... even if you just want to work for a club, still keep track of every single client that even talks to you, get a name, number, b-card, email anything you can, and market your-self. belive me, the club will NOT do it for you. its really just becuase of the fact unless you work for a private studio, big clubs' bread and butter is in membership, all they gatta do is keep the equipment clean and offer a few class's and they got members comin in left and right just based on WOM (word of Mouth) anway, sorry for rambling, just lendin some experience and things that have really helped me alot.