There are various routes potentially to getting new customers and various forms of advertising. There are TV ads, magazine ads, web promotion, how you maintain your own web site so that people doing searches find you and are enticed to give it a try, stuff at gaming conferences or sponsorships, free 2-week trials, mailings, co-marketing (such as ads delivered with related products), word of mouth, etc. Also, there is how much you do of which one.
All of these things have to be judged based on return on investment. Depending on your product and customer base, some of them (sometimes most of them) are a waste of money. Or they make sense to do, given your budget and dynamics of your business, once in a while as opposed to frequently.
Also, you have to consider alternative uses of the resources. Is it better to spend money on a magazine ad or to use that money toward adding a new feature to the game? This is just one of a very large number of tradeoffs that you decide when you manage a business.