In this article, Stefan Pollard lists a couple of ways to collect more information from your email subscribers that can be used to create segments and relevant messages:

1. Invite readers to fill out or update their profiles
2. Use the search engine optimization terms that drive the most traffic to your site
3. Target messages based on subscribers’ past behavior
4. Interview the people who talk directly with your customers
5. See where people click in your email messages
6. Choice vs. behavior: which yields stronger segments?

Read this excellent article here.