I have a personal website where I get leads.

AllAtlantaCondos.Com 

Make sure the leads can find you.

Talking to everyone you know...it is also the cheapest way.

For buyer agents...its the rental market

For sellers...I'm not telling

Paul,

We have been preaching what Sandy Padula and Norm Padula, JD, GRI NMLS#1483386 said...A

Localism blog posts, tons of them.

Market reports

Open houses

SOI, referrals

The old fashion way - prospecting.

Past clients.

Personal referrals, and Internet

Get involved in your target neighborhoods or niche. Volunteer, join some community groups, whatever lets you meet and network with potential sellers and buyers.

Paul Savola Real Estate SEO - the best leads come from referrals. Pick up the phone and ask for referrals!

(And I know it is one of the toughest thing to do - but just do it and see the results yourself!)

From my Past and Present Clients.

Past clients and their friends on Facebook.  They make great referrals.

Paul Savola Open houses, referrals.

Growing  your sphere and referral business (e.g., Joe Stumpf and Brian Buffini offer programs on this subject, too), blogging, and prospecting. Face to face is important.

Prospecting?  That would be going where the buyers are - Open Houses, a PTA meeting, a networking breakfast group, your book club, former colleagues (assuming you were competent in your last job) and a good website.

I would highly recommend a workshop with either Brian Buffini or Joe Stumpf (By Referral Only).  They both have wonderful business models that area easy for anyone to adopt.

Paul several things we do 1) we keep in touch with our A list of clients quite often.  2) network in person locally 3) blog like crazy people at times lol

Everyone else has given you great answers.

I like postcard farming too.

Face to face connections

XPRDs... Check it out...

How to list xprds, fsbos and get referrals like crazy...

Sphere of influence, blogs.  Lowest cost, highest return, most reliable leads.

My website

Face to face contacts.

My website captures leads right and left. I direct my social media there.

I get leads from being active in my community, playing at the dog park, from walkins and from blogging. 

There are many ways ( farming, online marketing, website promotion, etc. etc.), each agent chooses what work for them. 

Personal website and referrals from market area and past clients.

Social media and lots of original, hyperlocal content in my blog.

You know anyone buying or selling?