The key to finding clients is to understand where your best clients will be, and then go there.
Thus the answer to your question depends largely on the kind of work you do, the kinds of customers you are interested in serving, and the types of projects that you want to do.
For example: I am a freelance ASP.NET developer. I have decided my BEST clients are small organizations (< 50 employees), where I work directly with the owner. These organizations are typically for profit, and are local to my area (so I don't have to worry about finding them if they don't pay up.)
These customers tend to hire freelancers because they don't want the overhead of a consulting firm. They look for freelancers in their network, and they may do their own google search to find resources also.
Thus, the best ways for me to find clients has been via referrals, and occasionally using very targeted local Google Ad Words. In 11+ years of freelancing, I am rarely slow for very long.
Your situation may be different. If you want to work with larger companies, they may prefer to work through intermediaries. They may only hire organizations on "approved" lists. Some industries have trade groups that could provide a good "in".
In short, you need to determine the attributes of your "best" clients, and then figure out how they would look for you and also where they will likely be. Then go there.