What kind of work do you want?
I suggest starting small only because that's what I did, and still am. I do well enough to have a house in an overpriced area, 1 kid (going on 2) and a stay-at-home wife. But it still gets tough wringing out that nickle.
When I was in business with my brother we had as many as 6 or 7 guys doing new homes. We probably did better then financially, but the stress and hours were worse.
My brother and I have come to the conclusion that there is an efficency that can't be matched when working solo, but it limits the kind of jobs you can take on. Luckily for me I can become a 2-man shop with one push of the two-way. (and with his speed and expertise I'd go as far as to say a 3-man shop)
I don't do any advertising and I kind of like it that way. Not only do I save the money, but referals generally come in halfway presold. I worked for a guy in the past that had a yellow page ad. The calls were alright, but you have to be prepared to respond immediatly (to the phone call at least) and that can be frustraing if you are trying to work in the field at the same time.
If you are going after bigger commercial contract work, you could consider the Blue Book. I advertised there in the past, but didn't have time to follow up on most of the job leads. Out of all the leads I did bid on, I didn't one. It can get pretty competative. They also a procurment thing on their site.
But I'd still like to know specifically what type of work you want and will you have employees?
