I purchase around 5,000 names per year. The response rate is anywhere from 2 to 5%. That's about average with any direct mail program.
The response rate will get better the more you do it. The key is to have a consistent advertising program and balance it with other forms of media: print ads, radio, TV, flyers, newsletters, etc.
Advertising will not work if it's not consistent. Advertising builds on itself, month after month, year after year.
Don't worry too much about the response rate. It's more about branding and reaching people. The more people you reach and the more times you reach them makes the difference.