Any demographic targets you do with a list--the same thing can, and should, be done with direct mail. Mail to a specific age, income, zipcode, whatever. Using direct mail should never mean you are forced to work harder not smarter.
Sure, but, my point is that when you (or a telemarketer) are calling leads, you can control how close the cluster is together. Anybody who's ever called from a cold call list knows that you can sort the list and you often have name after name after name on the same street. If you set up a couple of appointments on the same street or in the same neighborhood, you've minimized your driving.
I don't know about you, but I've gotten mailer leads returned to me, and when I set the parameters for the mailer, I did use a few zip codes to keep the mailout close to one area. That part you control, but the part you don't control is from whom and when the cards are returned. You can get 10 returned cards from the same zip code that are pretty far apart.