– Are there any public market comparables? If yes, their P&L and financial statements may be useful. Even if there is not a pureplay public competitor, if they have a business unit that competes with you in some sense, you might be able to download their 10k (annual report) or 10q (quarterly) and get some insights in the notes that management must provide or business unit level financials they might provide. This is available for free on sec.gov or even Yahoo finance I imagine.
– If there are public market comparables, look for equity research about them. In particular, look for reports entitled “Initiating Coverage”. These reports when a bank or fin institution starts covering a company usually start with a market overview which can be pretty amazing for intel about the market. Warning: These reports are expensive so best to find a buddy on Wall Street with access to Bloomberg or Reuters who can find download them for you.
– As a proxy for interest in the space, you might want to see if VCs have recently invested in companies that are similar. Their interest is both a good validator of the market and based on their investment size, it’s a proxy for how big the market opportunity might be. This doesn’t get you to your specific numbers but maybe a proxy for market interest.
– Google it. Kind of lame, and I’m sure you’ve done it but just google “number of investors in the United States” and you may get some places to start. Sometimes even eHow or yahoo answers will be the first breadcrumb to finding something useful
Now to more specific sources for your market: