Lists are really only good as a guide, and of course it's quicker than using other resources. I personally never paid for the lists but know people who have and I don't think they work any better than utilizing the phone books, internet, etc.
If it's your first client your seeking I would send out pieces in groups of 25-50 so that you leave yourself enough time in between to follow-up. It's very important to follow-up!
Also I would do various types of providers starting out, later on you can specialize if you want but don't limit yourself right now. It's also important to track your mailings and stay organized so that you can see which mailings are effective. Find that one method and perfect it.