If you've followed my previous linkedin posts you'll know to be using linkedin groups and linkedin answers to connect with potential clients. If you are regularly participating in groups and answers you'll get a number of requests to connect. Now when they ask to connect I do so but I also send a personal message of thanks for the connect and check out their business. I usually add at least one good comment in relation to their business. Like that's a great website you/your company has. Wow that sounds like an exciting job you do. What this does is 'warm up' the connection and has often got me into chatting back and forth...which can lead to them asking if you can help them/their business.