What work's best? Mass or direct marketing

Depends on what you are trying to achieve.

Are you trying to sell a product or service to the mass market? Something that everyone and anyone could use? Then you need to use methods of mass marketing, try a television advert or maybe radio.

Is your business one in which is niche and is quite direct? Are you trying to promote speckled quail eggs? For you, direct marketing would be quite effective; you could put an article in a food magazine and maybe have sample testing in grocery stores. Whatever your product or service maybe, there is a form of adverting to best suit you.