If you're beginning out with advertising, I think you should start with newspaper advertising.
I think that you need a good voice/radio personality (not a celebrity, but someone who sounds good on air) to convey your message effectively over the air.
If you do newspaper advertising, you can generate a lead and follow up on this prospect time and time again.
Alot of people when they finally her your radio ad, won't be able to take action. This is true if they're driving in a car, making dinner, or playing with their kids.
Start off with newspaper advertising. It's cheap, and you'll see results right away.