Okay since I self published and can't afford much in advertising, I've gotten creative. I've got a few books on consignment at a couple of local book stores including one that's a D&D hangout/comic store. I've also started standing around at a kiosk in a local mall asking everyone, "Can I tell you about my book?" That's working out pretty good. I'm not above dressing up in a medieval costume to go with my medieval fantasy books, which has gotten me a free booth at a renaissance fair. Sold ten books that weekend.
Everything so far is nothing extraordinary, but my brother has a company that sells steel and manufactures custom items out of steel. Not the sort of place you would expect to find books, but he has read the first two of my books and wanted a poster. After a few months of people asking about the poster, he asked for some books to put out. I figured I had nothing to loose, so I gave him a couple sets of books to put out. I was doing my mall gig the other night when one woman said, "Oh, I just bought that a couple of days ago," and mentioned my brother's steel company. I checked on it today and sure enough one of my books sold at my brother's steel company.
Something might sound crazy at first, but you never know what will work. I'm still a long way off from 'quitting my day job' but every book sold is that much closer.