There are many companies who will provide such information. They tend to get it from companies house and utility providers. I know that most of my clients are sole traders with a mobile or use their home phone for business, so this information was never really useful for me.
I'm not saying they don't work, but just ask where they get the data and make sure it fits with your business model.
Other people it's worth speaking to are local bank managers and business gateway (or similar) who see new starts a lot more.
I suggest combining data mining with networking/promotion and get your good self down to one of those events for people starting businesses. Some even have stands you can buy - and the laydeez are often more organised/willing to pay/want good records, so have a look at the female only events.
Thomson Local provide a service called New Connections, where they will email you a CVS file of all new businesses in a particular area, which includes start ups, change of owners and relocations. It covers, sole traders, partnerships and ltd co's. They send the emails every month, which include name, address, business owner name, phone number, etc.. It costs about £500 for the year. They will only send to one accountant or one bookkeeper per area.
Is there a way where you can find a list of new businesses / start ups within your local area?
Yes, I purchased a list of new start-ups for a few specific postcodes. I used to receive a new list every month and had to commit for a 12 month period. I think I paid about £550 or so in total. If you're interested I can dig out the name of the company.
The lists were fine but after the 1st or 2nd month I found myself busy with other things so I didn't really take full advantage. I still have the lists though!
If you are going to go ahead with this you certainly need to be thick skinned and not easily put off since some people aren't keen on cold or warm calling however friendly and personable you are.