No idea about licenses - how are you dealing with the issue now?
Leaflets - get the printing shop you use to do what you need. Perhaps provide them with an example from someone else.
Leafletting by hand and posting through letterboxes - slow method, have you tried the various offline other media?
Been seeing adverts for years for old games. Presumably from your competitors.
Email marketing - how are you planning on getting sufficient addresses?
Not so much red tape for becoming a really big company, merely additional costs and hassles once you get into leasing, employment, credit etc.
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