Don't listen to the negativity, Bob. I've sold a few thousand CDs this year already. Being an indie can work in your favor (kinda) because anyone who likes your music will understand that they need to own it, because it's not at the local Hastings or playing a lot on radio. Marketing is how you make them aware that they want it.
Marketing should be tailored to fit the artist and genre. If your CDs are ready and you're just now starting to educate yourself on marketing, well, there is a lonnnng road ahead of you.
I suggest going to CD Baby, disc makers, tunecore, symphonic, and spending a lot of time in their DIY section. Really, it all depends on how much market penetration you want to make, and how much budget you have. You might want to sign up with one of those services to deliver your music to digital stores. I like Tunecore but they seem to be the most expensive; I'm considering Symphonic or Audiam now. CD Baby goofed up on a recent project of mine and has not made it good yet. If you get the "Pro" Publishing deal at one of these services, they will send your music out and sell it digitally. They will also do some marketing for you by sending your music to Spotify, Rdio, etc...
There are a bazillion internet radio programs; choose what's best for you. If you aren't willing to travel very far (because gigs are where you are going to sell most) then maybe you should just focus most of your effort within the range of miles you would go?
Local promotion is always a custom campaign. Maybe find a store that will carry the CD and make posters advertising the store and your website.
Whatever you do, don't be cheap about giving CDs away to people that might help your marketing. You could make a lot of t-shirts, and give some away with the CD to influential people in your area for promotion and sell the rest. Are there any radio stations that would play an indie in your area? Give them 10-30 CDs to give away to their listeners. Any review section in local newspapers? Any underground magazines? Be sure and make a very pro looking package to send them, and invite them to every gig. There is no limit to marketing ideas; it's a crapshoot to find what works best at getting attention. You could buy a billboard on the highway, or even an ad on cable tv. Whatever....
Most of marketing is just having a good idea that will attract people to give you a listen. Then the music has to stand on it's own before they will buy.
It is what it is until it isn't