Even though phone numbers and e-mail addresses are the most requested forms of contact info, having a physical mailing address on the site might be more important because it’s one of the key credibility markers. A company with no address is not one you want to give money to.
For advice on how to best present contact info, see the usability studies of “About Us” pages (www.useit.com/alertbox/20031027.html) and store finders and locators (www.useit.com/alertbox/20010708.html).