Warmer Leads

I am relatively new at this and have been racking my brains trying to find ways to generate good leads. I have tried many things and lately I have been using Google AdWords. I am able to get good response but they are expensive. I got the idea of splitting the cost of leads with someone or a few people who would be interested in reaching the same demographic but who are not in competition with me. For example, I focus on a niche which is options. Has anyone ever done anything like this? Thanks. Arthur. [email protected]