Advertising My Cookie Shop

I think you'd be better off cultivating your own email list (through an email system like Mail Chimp, Constant Contact, or other) and then doing direct marketing via email rather than sending actual paper mail through the postal service. The latter is more costly. The response rate to direct mailings is typically very small (and hard to track unless you run a promo with it, i.e., using a code which can be used to track use/redemptions), but I do think there is awareness-building benefit to monthly or quarterly emails even is the conversion to actual sales is small.