As a long-time freelancer and using some of these sites for ten years or more, I can tell you there's good and bad to every one of them.
It pretty much starts with Upwork since they are the biggest now. Cons: 20% fee, poor buyer quality in my opinion but this may change with the new 20% fee, very poor customer service (take a look at their community forums to see the complaints). I really would not recommend for newcomers, at least not until you get your feet wet elsewhere.
eLance was the best I ever tried (I used exclusively until recently) but as said, swallowed up by Upwork (formerly oDesk) and the quality did not transfer over.
Guru.com. I had used many years ago and got work there. I think I quit because of high cost at the time. Not as many jobs available (may depend on services you provide) but high quality.
Freelancer. Also poor quality buyers in my view. I had one project there six years ago until I was contacted by someone just two weeks ago out of the blue by someone seeing my profile. Con: you only have 1500 characters to place a proposal and that's not enough, at least not for me.
Fiverr. Not a freelance site but I guess you could use as such. Problem is that people go there to find real cheap labour. Not likely to get longer term projects. I didn't some years ago but could be different for you.
Envato someone mentioned but never heard of it. Doesn't seem to cater to services I offer.
Never heard of Microworkers either but will check that out. Thanks Shadex.
Classifieds. Yes, I've found work on Craigslist. Pro: doesn't cost anything, just time to send an email and on occasion call if they provide phone number. Kijiji in Canada can work too, almost got a job there once. Con: most looking for local workers.
Job sites. Of course. But few if any freelance work.
Forums. Yes. When you establish yourself as a leader in your field, you get people contacting you out of the blue.
Other things to try are free ebooks about your service. They can be passed around and remind people later that you exist. Your own web site and promoting in many different ways including forum links, organic and paid traffic. I've even got a project by simply reminding clients that I'll pay them $50 for referrals.
Joint venture with someone else who has services or products that are complimentary to what you offer. It can be very inexpensive. I have simply asked a business card printer to pass my flyer informing them of my services. No takers yet but close. I combined it with my referral program to give the printer an incentive.
One key to using freelance sites is having strong proposals and profile. Never skimp on these.