If you are wanting to start as a business then the classifieds in the local papers work well along with websites like kijiji.
There are lots of head hunter companies that work directly with companies for contract work. They are able to match the job with the contractor on a contract basis.
Once you are established and can take on a larger amount of jobs I would suggest advertising in the local phonebooks. Start with the independents and then as you grow and can afford the Yellow Pages huge prices put an ad in there. Stay with a small ad and as you grow then you can get bigger ads that will drive more calls to you.
Be smart with your advertising, have a plan that will get you a few jobs until you are able to take on more then expand on your advertising.
As a contractor you don't need awarness type ads that are expensive like TV, Billboards or magazines. But you do need to have a presence where people will look for you, newspaper classifieds, online directories, and the phonebooks.