Spending too much on advertising and not enough return

I have paid for advertising using Facebook, two local papers, improving website and leaflet dropping. I've only had one client back from it.
Does anyone have any suggestions what else I could do? Maybe the market is just too saturated...:-(
Has anyone used Yell.com? I was quoted £500 for a year. Is it really worth it? Should I maybe apply for a new business grant?
HELP! :-/