your return rate on direct mail is around 3%, if what i did 15 years ago or so still holds true. when you send that stuff out, you're not marketing, you're advertising. the idea of marketing is to find out who your customers are, *then* advertise to them as directly as possible.
when i did direct mail, i want to say a name cost like one and half cent or something like that. the more detailed that name's profile, increasing the likelihood of a sale, and the cost went up a couple of cents the more that person matched the product. now, seven cents doesn't sound like a lot, but multiply that by 10,000 and your costs are starting to get high. not sure if things still run like that, it's been a long time since i attempted it (and it didn't work, lol).
anyway, like i said, pick up a book on marketing and that's going to help out a lot, imo. chances are you don't know your market as well as you think, and if you don't begin to answer some real questions about your customers and designs, then you can wind up spinning your wheels wondering why you haven't made many sales. if you're handing out fliers and sending direct mail to random people, it will fail. you have to send them and hand them out to potential customers. i mean, you're wasting time and money handing out a flier to grandma if you're hawking affliction style gear, right?
but, set up at an MMA show and you'll sell shirts and actually get a few ppl to visit your site.
what's your website?