We actually haven't used the web to promote our Geothermal and Energy Star businesses - other than being members of RESNET and ENERGY STAR.  You'd be surprised by how many leads come directly from professional organizations such as those.

Also, I know there are two big players in online contracting lead generation, Service Magic and Reliable Remodeler.  They cover most categories.  We've used them as a consumer on the quotation side, but not on the other side, so we can't really speak to the cost and/or quality of the leads.

Hope that helps.  Would love to hear other's thoughts as well.  This is often one of the biggest challenges for small businesses.