Create a tour name: Your tour will need a name. What are your selling points? Do you have comedians of a certain age, or ethnic group? Are you the only comic on your tour? Be sure to come up with a catchy name that will grab attention.
Take press shots: You'll need photo's to send out to promote your tour. This will not only help you to book your show, but will help you to draw a crowd after you book it. Get a good photographer to take all sorts of shots for you so that you can send them out, and whoever books you can hang them up or make posters out of them.
Write a bio: Put together a tour description identifying each act on your show, and your selling points. Include any impressive credits. You may also want to include quotes from people who have already booked your tour.
Utilize the internet: Create a website, myspace page, etc. for your tour. Include pictures, contact information, anything that is included in your press kit, and comedy clips.
Speak with local media: Talk to any newspapers, radio stations, magazines that you can. Promote your tour so that people know where you will be.
Create "merch": Create merchandise so that those who enjoyed your show can purchase something. Any form of promotion is a good form of promotion. Shirts, photos, DVD's, etc.
Make a mailing list: Create an email list so that you can email fans about your shows when they are coming up, and include information on how to book the tour.
Speak with buyers: There are companies that will sell your show to venues for you. They will include you in their list of talent, and when venues contact them for a comedy tour, they will include you in their roster.