First and foremost, you need to set up your NAP (Name Address Phone) and local citations in local business directories such as Yelp, Yellow Pages, etc. You want to be sure that your NAP is the same everywhere, including your website.
Example:
If your NAP on your website address is
My Business
000 My Street
Anytown, State 12345
555-123-4567
It should be the EXACTLY the same everywhere. The above is not the same as this:
My Business
000 My St
Anytown, St 12345
555-123-4567