Full disclosure: I have no idea, really, how to build a fan base, because I haven't done it yet. But I am very curious about it - who wouldn't be? So rather than this being a "how to" post, it's more of a post on "what has worked for others."
I recently entered a story in the July Nude Day contest on the free erotic fiction site Literotica (aka Lit). One of the dicta of why you should enter contests, if you have a snowball's chance in hell of winning them, is the side benefit of enticing readers to your older stories and thereby increasing your readership. That seems to work well for other writers, but it hasn't for me, and I wondered why not. To try to get some answers, I posted a poll, hoping to get input from other Lit authors. The poll has only been up a short time, but already a pretty strong consensus is emerging: first and foremost, an author should write what s/he enjoys writing so as to bring out their best writing. Aside from that, it behooves writers to post stories in the same or a limited number of categories, at least for a while. That way, you build a strong base of fans who like not only your style but also the particular type and category of story that you write. If you wish to branch out to explore different types of stories, it really helps to have a large inventory of stories, many of them in the same categories, to feed the insatiable appetite of readers for their particular favorite dish or flavor or kink. If they do like your style, readers will look for more stories from you - but in one or a few related categories. It's a bit like the typecasting of actors, especially early in their careers. In general, only after an actor has earned his or her chops in one type of role can they branch out into other roles. Compare Johnny Depp's roles now versus in his 90210 days.
In retrospect, I should have known as much, both from my own reading habits and from reading the inventory of other writers. In romance, for example, I confess a guilty pleasure for reading the BDSM works of Joey W. Hill and Cherise Sinclair. Both Hill and Sinclair have a large following of fans who adore the way each of them describes the interactions and relationships that develop between doms and subs. Joey Hill has branched out into fantasy, particularly vampire stories, but so far they have not attracted me as much as her straight BDSM stories. Am I a BDSM practitioner? Nope. But these stories attract me for the depth of character development, searing descriptions of human relationships, and a frankly idealized level of communication among consenting adults.
Most authors specialize in one category, be it romance (JC Winchester), forbidden romance (MS Tarot), male-male erotica (J. Kendall Dane), BDSM (Ella Wilding), or group sex among others (TT Tales). The common denominator is that the most successful do specialize, even outside erotica or romance: well-known examples are Ursula Le Guin and Neil Gaiman in fantasy, Stephen King in horror, Margaret Atwood in science fiction, John Le Carré in spy thrillers, and so on. For authors who have built their fan base in a particular genre, breaching the borders of that genre to venture into another is risky - witness J.K. Rowling when she decided to venture away from her Harry Potter fantasy works into mysteries - she did so under the pseudonym Roger Galbraith, presumably to test the waters and have plausible deniability. Anne Rice did the same when she first wrote erotica under the pseudonym A. N. Roquelaure.
So if you wish to explore the breadth of your writing talent, as many of us would prefer to do, be aware that it comes with the likely cost of a smaller readership, which you will need to expend more energy and a lot more patience to cultivate. In the long run, it may pay to build a fan base first and then venture forth to other genres and writing styles. And if you've already built your fan base, enjoy and reap the benefits! But never stop writing - those fans are fickle if you don't indulge their addiction.