If you have an information product for sale, the chances are good that some people will buy your product even if they have not already signed up to your list.
Since you don't want to lose contact with these customers, you should make sure there is an opt-in box on your thank you (or product download) pages. Obviously, this goes hand-in-hand with the last tip.
Some people force their customers to opt-in before they get their product. This is not recommended most of the time as it can really irritate people who have bought your product and just want access to it. What you might do instead is include an extra bonus for signing up to make it an offer they cannot refuse.
There are mixed opinions on this. I typically optin buyers of products with the assumption that they'll want updates as I make them. But some people will be bothered by this practice. You'll have to make that assessment for yourself.