Hone your talent, tighten up your sound and have a studio-quality CD to present. Don't go to radio with a low-quality recording. You only get one chance to make a good first impression.
Write and perform original material. Radio isn't interested in a "cover band," so give them something they haven't heard before.
Try to get airplay on the independent/college radio stations in the area. This can help build your fan/listener base, which can lead to larger audiences for your live performances and get the attention of commercial stations.
Know the local market(s), which radio station formats fit your musical style and which are receptive to playing new and local artists. Make sure the CD or digital music files you offer them are radio-friendly and appropriate for their format.
Get to know the on-air personalities. These people sometimes have a big say in what gets played. Go to remote broadcasts to get some face time with them, and invite them to any performances you have in the area. Make them feel important if they show up, and demonstrate your appeal with the crowds to show that it benefits them to be playing your music.
Find out which radio stations have specific time periods set aside for playing new and local music. Work on getting your music played on any that do. A good response with these shows can lead to airplay in their regular rotation and maybe even on other stations owned by the same company.
Enlist your fans to help. Provide them with information using any combination of promotional fliers, links on your website, or messages on social networking sites like Facebook letting them know which radio stations to contact for requests, who to talk to, and how to best have their requests heard. It may not be a deciding factor for the radio station, but it will definitely help.