If you want to see if something works for you, don't just try it once.
If you send one mailing out to a farm, and you get no response, it doesn't mean that farming or mailing doesn't work. It takes repetition to make an impression. Perhaps only with 6 or 8 consistent mailings will your recipients really become aware of you - and for others who did notice earlier, they may be waiting to see if you really keep in contact, or if you're the typical agent who sends one or two or three mailings, never to be heard from again.
If you attend one conference or go abroad to attend one trade show, and it doesn't generate any business, don't assume that doesn';t work or doesn't have value. You have to be consistent, attend several times so that you truly develop relationships.
If you put one ad in Homes & Land or Unique Homes or the Wall St Journal, and you don't get any calls, don't conclude that an ad there doesn't work. It's better to run a small ad consistently than a big ad once in a while.
Repetition, consistency, dependability.

Patricia - one good aspect of farming is that so few agents follow through for the time required to succeed.
LaNita - more real estate agents should listen to marketing advisors like you.
Lu - yes, for those wise enough to keep tweaking. I hope 2008 is wonderful for you as well!
Lola - your earlier trainer was pretty smart.
This also applies to blogging! Don't stop when your first blog doesn't get a response or get you a new client. Blog and keep blogging, it may take 8 months to get that first client, but eventually you will.
Thesa - no, I haven't heard Rick Deluca.
Todd - so right. It's all about consistency and being there when someone's looking. This weekend I was showing property to a $1.8 Million buyer who found me through my blog (he was actually on google searching the name of a local condo, and found me).