Media

Media in all its forms is the bread and butter of your marketing and advertising to get your band and music noticed.  Whether internet advertising or articles in the local newspaper, it pays to plan your strategy, just as you would if you were advertising a new product.
With music the most difficult factor is the sheer quantity of bands fighting over relatively little column inches and airtime.  However good you are, or think you are, nobody knows that until they have seen or heard you.  Exploit is a term often associated with musicians but with them being exploited.  In effect this is what you want to do with media outlets, in a good way of course!  You want your music publicised by them - you are not doing it to help them.  So always keep this in mind, as it is them doing you a service not vice versa.
Initially at least, local media is a good avenue to inform people you are out there.  Local press and radio especially is there in part to promote local people and activities.  Find out who to speak to and inform the newspaper of upcoming gigs and get gig reviews written, favourable ones of course!  You should have a basic press pack which the newspapers and magazines can use, with pictures and brief bios.  An important point to bear in mind is that you should always check to see what format they like to have their articles in, especially if e-mailing them.  They will not have the time to convert your document into a manageable format.  You just have one to convert, they may have dozens.  Most regional press will do editorials and articles without you having the need to advertise although this can be used as a good incentive to get an editorial written.
One word of warning - if the newspaper editor says your article will appear in the next issue and it doesn't, don't take it out on the paper.  Firstly it will reduce your chances of further assistance from them and secondly, it is probably not their fault.  Events happen that suddenly need a lot of coverage and there is only a limited amount of space.
Local radio stations will quite often run interviews with local bands and have studio sessions with them.  the important thing is to get the right contact - it is no help contacting a folk presenter if you want a review of your latest death metal release.  It may sound obvious, but getting the right person in the first place creates a lot better impression.
Free local papers and magazines can also be a good source of publicity.  don't be put off because the readership may be low - if it is free, you have nothing to lose.
Internet advertising is naturally a very powerful too nowadays.  Though it is called advertising, there are numerous ways of advertising free of charge.  Music communities, such as UKbands.net have forums and discussion areas that are great for announcing and advertising gigs.  The main benefit though is that you can be sure that all of the forum visitors are like minded whereas in traditional media, it is a much wider audience and only a small percentage may be interested in what you have to say or offer.
One last important thing - keep your bio updated and do frequent press releases.  They are called newspapers for a reason - if it is the same as what was printed a year ago, they are unlikely to print it again.

Radiofeeds.co.uk has en exhaustive list, and links to, internet capable radio stations.

London radio stations has a list and links to london area stations.

The main BBC site makes finding and contacting your local radio and TV stations relatively straightforward

The newspaper society has a massive list of local press publications in the UK.  There are links to them where available.