Okay, so there might be some people you can't connect with online in one way or another, directly or indirectly. Dead people, and um ... that is pretty much it.
Thought-leaders, bloggers, potential business partners, sponsors, big companies, small companies, investors, your potential clients, elves, whatever—everyone, for the most part, is online these days. If the person you want to contact isn't online, someone in his or her circle certainly is (assistant, close friend, or if they outsource things ... a PR or marketing company). If the person has ANY connection to the Internet, there is an opportunity to connect with him. I don't care how busy he is or how many gatekeepers are trying to keep you from him.
Imagine that two people—with whom you have no connection whatsoever—are trying to meet you. Yes, you. They want to form a relationship with you out of thin air. Let's call person number one Jane. Jane cold calls you and/or e-mails you and tries to set up a meeting or a phone call. But you can tell that Jane is a product pusher. She is trying to sell you something, and you're unclear about exactly what she wants. Plus—as I mentioned before—she has absolutely no connection to you.
Would you take the call? Would you respond? Or would you be put off?
Now, contrast that with person number two, Sheila. Sheila sends you a card and a gift—something valuable. Some shiny new thing ...