My experience has been that word of mouth is by far the best way to win new clients. It's a warm introduction, everyone involved has some social incentives to behave appropriately, and the lead normally has a rough idea of pricing from the person that referred them.

That being said, this isn't advice. It's an admission that being lucky enough to have a few seed clients land in your lap (and taking that opportunity) is the optimal way to start consulting (imo).

Initially I had a lot of luck on UpWork and managed to find some clients that I worked with for over a year. Initially, I was getting 90% of job requests from Upwork and 10% from my blog and LinkedIn, but about year ago the proportions flipped the other way round.