Creating a mailing list goes hand in hand with telling people you are writing novel. I have been amazed at the number of people who have asked to read my book when I've finished and have given me their email so I could send it to them.
This included people I met:
* at work
* on the Internet through different groups
* at parties and over dinner
* at workshops
All you need to do to get started is to create a group in the Address Book of your email application.
Mailing lists are also useful if you decide to go down the Newsletter path later on. You have a ready made audience.
Now I'm not dumb enough to think that every person that has given me their email really wants me to send them my book to read, but hey you've got to start somewhere.