Steve's on the money! Some of the most loyal customers I've ever had have been because I pounded the streets and was in the right location at the right time.
The next group of loyal customers were those that I helped. Being active in forums, webmaster discussion forums, graphic designers, specific softwares that we used for clients etc - these were golden. And we still use this method today (even though we're in a different market).
Giving back, or helping people, for the sake of helping them is something that we've found both personally and financially rewarding over time. We help because we want to. *IF* they become a client, that's a bonus, but helping the person is the priority.
Karma is very rewarding