It's definitely not an easy job. It's tough.
I personally don't think cold calls work real well.
Our approach is basically:
1. Visit in person, hand them a demo CD
2. Call back after some time, poking at booking
3. Call back one other time, if they are not ready at #2.
It's a pain. I have tried some soliciting where I e-mail bar owners and point them to our demo online. While I want this to work, since it's far less time consuming, the reality is that I have never scored a booking this way yet.
It really Does help to have personal relationships with some of the owners - and some of the bands playing at the places you want to play.
Definitely the worst part about playing out. It really is not easy to get the bookings started. Once you get started at a few places, if you succeed, it's much easier to keep the bookings going. But starting from scratch, in my experience, has been difficult.
One other thing. If you occasionally go out anyway, to bars and restaurants with bands, go to the places you want to play. Showing your face there and spending some dollars there - especially if you bring a contingent along - will help eventually getting a positive response when you have the booking discussion.