If your marketing dept uses PCIWiz Market - PCi could create a list - usually not too $$$.
Or for consumer list (or business)I would look in the phone book or on-line for some direct mail houses or marketing list companies. With one, you may define your direct mailing list by state, county, city, scf, zip codes, etc. A direct mailing list performs better when you target your prospects, home owners, age groups etc. I would get several quotes and do a vendor assessment. Chamber may be a good start for business list if it is an actice one and you are a member. They may not share with non-members.