On a local level, you can obtain lists of businesses that have just incorporated or registered in your area. And on a national level, these lists exist as well. You'll need to find the right kinds of businesses on those lists, however, possibly based on some assumptions drawn from their SIC codes.
I suggest you contact a reputable list broker rather than try and find these lists on your own. List brokers are independent businesses that are generally compensated by earning commission from the list vendors, so it may cost you no more--or possibly only a small fee--to be guided by a professional.
Kim Gordon is the owner of National Marketing Federation and is a multifaceted marketing expert, speaker, author and media spokesperson. Her latest book is Maximum Marketing, Minimum Dollars.