For the fitness industry, in terms of making your advertising dollar for as far as possible, use this data. The items below are listed in order from best response to weakest and are from "Advertising Age" magazine - I can get you the direct citation if you like, but I don't have it handy right now...
1. DRTV Advertising - Direct Response TV advertising. The conversion rate for DRTV is 15% - meaning that 15 out of every 100 people who see your 30-second commercial will convert to a sale. That's a phenominal rate. You can score a local Cable TV ad for about $600 - $1000 for ten 30-second spots by buying unsold, last-minute space. The production cost can be as little as $500 - $1000 if you leverage existing relationships.
2. Direct Mail - Direct Mail has a conversion rate of about 10%. You can target local zip codes and get a direct mail kit created and mailed for about $2,500 (or less).
3. Telemarketing - Telemarking has a conversion rate of 9%. This is with a well drafted script, rebuttals, and a competant telemarketer. You can hire a professional telemarketer and pay them based solely on performance - $20 per enrollment, for example.
4. Non Directed Direct Mail Postcards - Postcards sent to all residential addresses in a specific zip code or codes. Conversion rate is about 6%.
5. Local Mailed Free Media - Such as "Penny Saver" or "Clipper" magazine. Conversion is 3% and it's about $250 for a front or back cover full-page ad.
Hope this helps!