Just thought it was worth mentioning that a month after I posted about Foxboro Hot Tubs (Green Day's label-less side project) playing to a crowd of maybe 500 in Dallas, my cousin told me they played to a sold out Wachovia Center in Philadelphia. Word of mouth? Yep. A little help from radio? Sure, but it's not like it was a label pushing the track on the radio.
They've proven they can migrate a fan base from a major to no label, the next question that still remains is: How does an independent artist effectively grow their fan base without the advent of traditional label backing? There are no easy answers, but three things that help a lot are 1) good music (a good product sells itself); 2) patience (the days of the debut album megahit are largely over); and 3) luck (see post on randomness).
I can try to offer suggestions of ways to help get attention, but ultimately those three principles pervade in any success. The harder you work at making a quality product and growing your fan base organically (read: great, ongoing, two-sided communication with your fans), the more likely lady luck is to smile on you.