Hmm hard one. To build a solid following with return customers I'd suggest replying promptly to questions and following up quickly. Always approach people with respect in a patient manner and be kind. All of this may sound very forward but some people just don't truly realise customer value.
Second I did a lot of natural socialising on instagram. I know it brought my other shop some customers and great custom projects too. For this shop it brought me so many people ordering mugs that I had to postpone actually opening up our Etsy shop (I sold them pre-shop opening through paypal invoicing). This was amazing and got me ready to invest in more stock. I think this could work for any social media very well that actually comes natural to you. No forced advertising, just sharing your work in progress and sometimes some shameless self promotion is okay. It's all about socialising in a way that you like. I enjoy the new friends I make there and so it became a lot more if not something completely different from advertising.
I also pin, tweet, crosspost to tumblr and weheartit facebook and wanelo all items that are newly listed or relisted. Crosslinking eventually will get you higher ranked on google if you like outside traffic. Most of those sites I don't actively engage in as often as instagram for example, and some are just only for promotion to me (wanelo and weheartit). Because all of this can be rather time consuming I automated most of it using ifttt.com. This way I can be found on all social media but don't have to spend time on platforms that don't work for me yet.
What seems to work for many people is blogging. Blog and share your knowledge. Give back to the community and learn from eachother through communication.
And last but not least: Keep building your shop. Checking stats every hour or playing promo games all day will not get you the traffic you need. That time is better spent on actually communicating with your target audience, sharing knowledge on your platform of choice, and even more importantly, fill up your shop with new items. Keep improving your shop on a daily basis. Tweak descriptions, tags, ask for advice etc. Eventually you'll see the results of your hard work and all pieces will come together.
This is just my quick list of things I could think of. Probably incomplete and not for everyone but yeah different people, different methods.
Best of luck and looking forward to everyone elses tips and tricks!!