When you build a list, there are benefits that come with your subscriber base. You have the opportunity to track your emails (who received them, who opened them, etc). You can separate your list and segment it to those who want to receive certain emails or specific information. But more than anything else, you have a list of people who want to read your emails. Those can refer their friends to your business and help it grow through word of mouth.
Some ad platforms will ask more of your landing pages than others, when running ads. For example, AdWords is much stricter, when compared to Facebook. AdWords typically requires that you do not have a ‘thin,’ site that is designed solely to collect leads. Because of this it might be a good idea to focus on using Facebook or Twitter, to begin with.