One way is to complete a few projects early on, perhaps for friends or other small businesses in your area, and capture some testimonials. A great small business book, Duct Tape Marketing, by John Jantsch outlines this idea in more detail.
Get a few small projects under your belt and then ask those you did work for if they would endorse your work. If you're starting out in business, and the service you're offering is a smaller project you may even do the work for a lower cost in return for a testimonial--make it part of the initial offer.
It should go without saying, but I'll say it anyway--once you've secured your first couple of projects do a good job so the business you did work for will want to say good things about your work.
Once the project is complete and you have a testimonial from your latest client about what a good job you did and how easy you were to work with, etc., then it's time to use that testimonial in your promotional/marketing materials--in print and online to help you communicate credibility for your brand leading to more projects.
posted by: Nick Venturella