Door Hangers have been my best form of advertising. Google adds and pay for leads from internet sites have all been terrible return for me dollar. Mailers have worked ok, I dont get quite the response as I do with door hangers, but the trade off is I dont have to spend time passing them out. We typically get 5 or so calls out of every 100 door hangers, 1 or 2 will not work out, 1 or 2 will use us for a one time job, and usually we get 1 permanent client for every 100 door hangers.
I use printlabelandmail.com for the printing and what not, but I hired a graphic design artist to design them. Otherwise you'll get a very run of the mill flyer that looks like everyone elses. I've actually had customers tell me they called me because of my flyer. One wasnt even interested in lawn service but wanted to know who designed the door hangers.
Also, a 40,000 coupon mailing thing isnt something I personally would do. It seems your leads would be to spread out and you'd spend a lot of time driving to things that may not work out, and even if they did your still all over the place. Direct Mail companies will give you the avg age, income, home value, etc. of mail carrier routes in specific zip codes so you can have focus areas in places you really want to work.
Also truck signs give bad leads, my truck signs are more for being recognized in the neighborhoods I want to be in. Not for the calls I get from the random person seeing me drive down the freeway.