A few years ago I 'd simply have said "Do some jobs and get on MySpace". That's not the greatest strategy now however.
Why haven't you got much of a following? Is it simply that you're quite brand-new? If so, get everybody you understand to come to your jobs, no matter where they are, and bring ALL their mates. Play any gig you can get and let the audience learn about your website (oh yeah, you require a site). Everyone does flyers and posters so you have to get in on this also.
If you have actually been around a while but your fanbase is still a bit small, you've got to think about why. Maybe you reside in a small place and your design of music isn't that big? If this is it you'll truly have to search out your fans and this will probably mean going online and spreading the word instead of just relying on local people. Get on Twitter, Facebook, buy soundcloud followers, forums, YouTube. Send your songs to bloggers to see if they'll review you or blog about you (and don't ever think a blog site's too small to do this, all publicity's excellent).If you can manage it, movie a suitable video or get some advertising gear. Get some printed or embroidered hoodies and t shirts and get your mates to use them, hand them out at gigs if you can. Hoodies are excellent cos people can put them on over their clothing, so if it's a bit cold they might wear them home. Walking adverts!
There's lots of bands out there trying to make it and a lot of fans get a bit sick of random invitations to see some guys they don't really know or care about. If you want people to like your band you have to get them to like you. Make friends wherever you go, go to other gigs and make friends there, be really nice to friends of friends. People will want to support you and feel like they're on board with something, so get yourself out there and be charming and funny and get people excited about your music.
If you're doing all this and still people aren't coming back to your gigs, maybe you just need to get some better product? Rehearse more, write a crowd-pleasing track or two and perhaps work on your audience interaction and how you get the crowd going.