Yes, it's work and it takes time. But truly, it will pay off for you handsomely in the long run. Artists have gotten more press releases included mailing list in publications than I can count because they took the time to call and speak to their contact person. They keep notes about them, and each time they speak with them they build on the relationship. Press Release mailing list Services: There are a lot of them out there, from free to quite expensive. Do your homework, find out if they are legit and how they do their job.
Talk to other artists who have used a press release service and see how it worked for them. Look for reviews online. Lots of services can broadcast your press release for you, but you want the ones that the editors of the publications you want mailing list to be in are actually reading. If you're thinking of hiring a PR firm, again, do your homework, get references, check the BBB, talk to other artists and their clients. Make sure the firm handles other artists and knows the art world.
Hiring a PR firm is expensive, and worth it if they get results. Buying/Renting Mailing Lists: Sometimes buying a mailing list can be very mailing list helpful in getting the word out via snail mail (postcards, for example, but not lists with email addresses - you'll end up tagged as a spammer). There are hundreds of thousands of people on legitimate mailing lists (snail mail).