Dont make the mistake I did for the past year and a half. Pick one method and stick with it until it works, don't change back and forth. Yeah.
I believe this is critical. Pick a path and commit to it no matter what. the methods you listed have been successfully for others, dive in and DO NOT LOOK BACK. Meaning, if you run into challenges, know that you are moving toward success with learning. Seek to network with people who have had success - you will find many who are willing to help if you are willing to work.
My primary commitment is email marketing - and wow we have had some exciting challenges. But we will learn from them, get better, and succeed.
Finally, ask yourself if you are playing with scared money. In poker, you have to make sure that you sit down to the table with the right stack relative to the pot size. Meaning, dont go into google adwords promoting ringtones thinking you can do it on $100 a month. Make sure you can detach from the investment you are making financially. You have three choices - invest your time, or your funds, or both. Each method will require a different learning curve. XMCP123 had a great article about this on his blog, reviewing email vs. seo vs. ppc and talking about the skills involved in all of them.
Most importantly, accept that it is OK to have some frustration. What you do with that frustration will seperate the men from the boys.