I have an auto-responder that goes out when someone registers on my IDX. I customized the message to direct folks to an unpublished "special" page on my website that provides tools that are for "Clients-Only."
You can view the page here:
http://www.nestinginnashville.com/private
If they leave a phone number, I'll try to call the next day- but usually get a voicemail. I add the name to my monthly e-newsletter and hope that they'll call me when they are ready.
I also have plans to print up a couple of marketing postcards and send one a week for 4 weeks after initial contact, but haven't gotten around to it yet.
TPMCO.com offers a really cool 8x8 prospecting campaign with 8 touches for $5.
http://shop.tpmco.com/(S(dmbt2w55oaye2a454y3b5wyx))/Orders/Prospecting/SelectFrontDesign.aspx
I've considered it, but I average 20 webleads a month that include addresses which would be quite expensive on top of my huge AdWords bill....