- Give Something Away
One sure fire way to make people more open to the idea of giving away their details is to give them something in return. The easiest option here is to offer an e-book which works well because it's free to copy and doesn't require any mailing costs. If you aren't a prolific writer then don't worry, you can easily create an e-book by compiling a few of the articles on your website (it's free after all) or by commissioning someone from a freelancing site to do it for you.
To benefit even more from this you should make sure to include your brand and URL in the e-book. This way if your visitors decide to give the book away and share it with others, it will still act as a good promotion for your site and products. Of course, you can also subtly pitch your various offerings throughout the content - again it's okay as you're not charging anything for it.
Note though that you should make it clear that your visitors are signing up to your mailing list and not just giving you their e-mail address so that you can send them the book. If you don't first get permission to send them marketing material, you will find that they are psychologically much less open to your messages and so will be far more likely to just delete them.
- Design Your Site Around Your Mailing List
Your average site with AdSense ads on it will place these incredibly prominently and regularly in order to get the maximum number of clicks on them. Getting people to sign up to a mailing list is no different, so if you want to maximze the number of leads your site generates you should make sure that you have your sign-up page somewhere prominent and that you push it at every available opportunity. If your site is built to sell a product or service and you value lead tracking and generation then you should turn the whole site into a 'funnel' that directs your traffic to this page.
Ask yourself this question: what is the action you want your visitors to take when they land on your site, and what are you doing to ensure that happens?