The easiest way to build a list is by offering free reports in your area of expertise or the topic of the list you're trying to build.
Step by step guide
1- Create the report. You can write it from your own , hire a freelance writer to do it .or just compile one from the numerous articles you find online
2 - Create a squeeze page . (Page where you'll drive traffic in order to get subscribers) - Example : http://lrhyip.com/freereport/
3- Signup with an online list manager like getresponse.com ,aweber.com or install an list program on your site (find plenty of free scripts on hot scripts)
4 Configure the mail form so when user will signup he will get the report
5 Promote your squeeze page
If you need any help just let me know B)