Send a thank-you note when prospective clients request information (even if it's just an e-mail thank you). Send thank you's even to those prospects who decide not to take advantage of your services.
See if you can collect some information from prospects when they first contact you. At a minimum, you should get their name, phone number, and e-mail address. This will enable you to follow up with them until they make a decision about whether to retain your services.