Showing value without giving it for free and if I do, later having to convince that the value given before is worth $$.

The biggest challenge when trying to convert comes at the very beginning when you decide to create a solution to serve a need or solve a problem or pain. Get that part right and everything else is a whole lot easier.

The issue is "relevance" - actually being able to solve the real pain or problem and be seen as a viable option. If you have a solution that meets a real need, and if you are speaking to the correct "personas" (DM/buyer, evangelist, end user, etc.), and if you have connected and moved the dialog along through the funnel (in you MAS or campaign, or other), then there should be low friction and lead to transaction.

Being relevant, useful, and engaging in dialog all help to convert. It might need an extra push with limited offers, promos, add-on features.

This is so true. However, I come to realize we have to give more value and educations because their is so much information out on the internet. Yes, I agree it is a very thin line we don't want to cross.

The biggest challenge I've seen surrounding businesses is to make the perceived value of product/service outweigh the cost. You won't be able to convert a lead if you fail to do so.

And, you shouldn't try to do that by promising moon and stars, but actually adding value.