Many people make the mistake of only including an opt-in box on one or two pages of their website. If list building is a large part of your business plan (and after reading this, it had better be), you need to make sure your opt-in form is on every single page of your site.
If someone lands on a page of your website that does not contain an opt-in form, you've lost a potential lifetime customer.
By placing an opt-in box on every page of your site you know that everyone that lands there will have a chance to sign up. Making this simple change can dramatically increase your signups!
Consider also placing multiple opt-in forms on a page. Consider this post – you'll see an opt-in form in the right sidebar as well as one at the bottom of this post (immediately below). If it's your first time here, you may also see a “ribbon” opt-in appear at the bottom (or top) of this page (I'm always experimenting so the locations and types of opt-in forms can change).
Thrive Leads is the best WordPress plugin I've used to display various forms on my sites.