All e-mail management services provide the HTML for a subscription form which you can paste into your webpages, so the technical aspects of getting subscriptions aren't difficult. The real issues relate to marketing.

1. Priority placement. Place the sign-up form prominently on your homepage, "above the fold" (i.e., visible on the first screen without having to scroll). Graphics and placement should draw the eye to this form. Getting subscriptions must be a high priority for your site if you hope to succeed!
2. Multiple forms. Put a subscription form on nearly every webpage in your site. I've put a subscription form at the end of every article to catch readers when they're ready to take another action.
3. Provide a rationale. In these days of information overload, you'll have to explain the benefits of subscribing in a compelling way.
4. Provide an incentive. Offer a white paper, free e-books, entry in a contest to win an iPhone, discount coupons, the promise of Internet-only specials -- something that your subscribers value.
5. Word-of-Mouse. In your newsletter ask readers to encourage their friends to subscribe. You can have a reader forward his copy, but you risk the friend clicking on the unsubscribe link.  Better yet, encourage use of the "forward to a friend" function that e-mail management services provide.

If you have the kind of business where you contact your customers on the phone or face-to-face:

6. Ask customers to subscribe as you ring up their orders, providing a small registration blank next to the cash register or a bowl where they can leave a business card to subscribe (and enter a drawing).
7. Exhibit in shows and actively solicit newsletter subscriptions.
8. Provide telephone guidelines for employees to explain how to ask for a subscription during each call.
9. Display your domain on all printed materials with the benefits of your newsletter -- on sales collateral, fliers, bags, business cards, advertising, etc.

A final approach is to seek subscriptions from other websites and newsletter lists.

10. Ask for a subscription during online checkout. Everyone who makes an online purchase should be asked to check a box to indicate his or her desire to receive a free newsletter subscription.
11. Co-registration. You find partners whom you ask to place your subscription form on their "thank you for subscribing" webpages and offer to put their subscription forms on your thank you page. Some companies provide e-mail subscribers at 25¢ and up. Be careful, however, since co-reg subscribers often don't realize what they've really signed up for, may not be well targeted, and may unsubscribe or go dormant quickly. Monitor these subscribers carefully.
12. Reciprocal plugs in complementary newsletters. Find newsletters you enjoy and ask the editors to plug your newsletter to their lists in exchange for you plugging their newsletters to your list. This works best when your list isn't too much smaller than theirs.

You don't have to use all these approaches, but employ as many as possible. Now go out there and build your list!