I'm a tad behind the curve, I think, with Leaden Skies coming out in July, but I finally settled in to doing a serious round of calling to set up events for the first month and a half after its release. For many of these, I'll be part of a "group event" (usually two or three, sometimes four authors) ... which is a great way to go about these things, in my view.
I don't know about other authors, but I really have to psych myself up to pick up that phone and call. (Usually requires a cup of coffee at hand, a pad of paper and pen for taking notes, and a bit of chocolate for encouragement and courage).
Sometimes the calls go well, and sometimes not so. On the plus side, I had three great chats today: One with the chief librarian at Lake County Public Library in Leadville about my trip up there in early August (it's all coming together, little by little), another with the editor of Colorado Central magazine (the monthly magazine for people who choose porches over porsches) and a third with Chris from Clues Unlimited Mystery Bookstore in Tucson.
Then, of course, there are the not-so-great calls. But I try to be philosophical: If someone isn't interested, that's okay, It does no good to brood. Just move on to the next one on the list.
For some great tips on how to approach newspapers and so on, I recommend reading Tips for Book Reviews by Betty Webb, on the Murder Must Advertise site. Great advice, no matter what kind of books you write!