If gaining a following is important to you, there's nothing wrong with actively working toward that... and advertising definitely won't hurt. I think the best way to go about it is to set little micro goals for yourself. I know that's what I do when I feel like my follower count is stuck. Like if I notice I've been at the same number for a while on a site, I'll say "I want to gain 5 new followers by (insert date here)" and then I'll work toward reaching that goal.
A good way to do something like that is to make sure all your social media is linked to each other so that if you have more followers on one site they can trickle onto your other sites. Like I have more Tumblr followers than Twitter followers so when I post on Tumblr I always make sure to link to my Twitter.
Another thing to do is to stay active on the site. Respond to things other people post and leave thoughtful or funny comments. This will help you engage with other artists, but also other readers who like the same things you do. I've found over time that people who are interested in the same things as I am, tend to like my work since it's influenced by the comics/shows/games I'm passionate about.