How to run and keep track of a direct mail campaign?

I am looking into doing my first direct mail campaign, I am not sure how to get the best 'bang for my buck'. Who should I direct the mail too? How do I find a mailing list? Is there a certain direct mail company I can use? Should I setup a seperate phone number specifically for my marketing ? How do I keep track of my response rate ? I am just starting out and not sure how to go about this.  I have a lot of questions , thanks for taking the time to read my thread !