We often build websites for fitness trainers and coaches and one activity that is common among the better ones is they hold seminars and pass out invitations to the seminars generally accompanied with a free breakfast or lunch. Respondents are required to register on their website. When they do, they are entered into their auto responder / mailing list and start getting their newsletter. They keep working the leads through their newsletter and periodic specials.
If you notice what these better ones are doing is that they do one activity but make it deliver multiple ways. Maximizing work or stretching your dollar or whatever you want to call it.
Just buying leads and calling them once or twice is a waste of money. You need to have a mailing list auto responder and/or CRM to add them to and then keep working those leads on a regular basis.