There are several things you can do to promote yourself as an artist. Here are a few of the important things to put on your checklist.

Facebook, MySpace and ReverbNation Page

This is one of the fastest ways of getting your name out there and if you combine it with other efforts, can really help promote your music.  While MySpace is not very popular anymore it doesn't hurt to have your presences in one extra spot.

Official Website

Having music pages is good but creating an official website allows you to have a central hub that you have full control over.  Purchasing a domain name will help you out further in gaining ranking on search engines.  For a more optimized website, it is best to have control over the SEO of your website, such as clean URLs.

Purchase Advertisements

If you have the money, purchase text links of Facebook, Google and/or Yahoo is a great way to get noticed.  You can often track how your ad is doing it can really help you to figure out what works and what doesn't in your campaign.

Internet Radio and Podcasts

Often times you will not get paid for this but submitting your music to popular online stations is a great way to get extra exposure.

YouTube

Obvious but necessary.  Many users stream their music on this website.

Twitter

With some many users on twitter and the potential for more exposure, it would be silly to let this one pass.

Blogging

While this can be part of your official website, constant content creation will not only help you connect with fans but it gives you a great search boost.

Digital Distribution

There are plenty of options out there at different price ranges depending on your needs and what better way to get notice then to be selling your music on iTunes, Amazon, or eMusic?  If you have a lot of music going with a yearly plan using a service like ReverbNation can save you a lot of money.  Otherwise, stick with per single/album service such as TuneCore.