Well, I don't know how are things on Europe, but I'll tell you my experience as a MSX-game developer here in Brazil.
First, I just signed the MSX Brazilian mail list, and started to talk with people there. Then, I started to show up on the IRC channel, and started to chat on a daily base with everyone.
One of those days, an idea came up - as a joke - that we could make the "Show do milhão" (a brazilian show like "who wants to be a millionaire"

on MSX, just like the PC version. We made a lot of jokes, but the idea was stuck on my mind.
I spent all the time doing the program, and decided to go to a fair and show it. I had no real MSX, so I was only working on emulators, and I knew noone for real. Just some "nicks" over the internet.
On MSX-RJ 2001, I ran the first version of the game on Adriano's (UZIX author) Turbo-R. He loved the program, and told me he would help me out putting some voices on it. Just a few people saw the "demo", but they all thought it was cool.
Next year, with the help of Adriano, I had the final working version. Made a box for the game, printed some and took it to MSX-RJ 2002. In the mean time, I also made Breakfree, and took it also with me to the fair.
Well, there was like 50-80 people there, and I sold more than 10 copies of each game. People stopped before my MSX and started to comment about the game! If THAT isn't a good and motivating feedback, I don't know what it is =)
People were so interested on my games, and how I did them, I even gave a lecture on the fair about the games, and how to develop them.
Also, last year I also went to MSX-Jau 2002 - and I sold almos every copy I had on my hands.
The bottom line is: If you want feedback, go to MSX fairs, announce your programs in mail lists, etc. Also, developing new things also helps a lot.
I totally agree that is rather difficult to buy any new game if you dont go to fairs, but then again it cost money to setup some "selling site". I know that the costs to setup an online store here in Brazil is way more than I will ever make selling my games (each one cost R$10, something like US$3)
I'm right now developing another MSX Game I started last month [SECRET!][SECRET!] and the few people who saw it, really liked. I hope to show it on MSX-RJ 2003, But as it is I still don't know if I will be able to make or not the game =P
Well, I think that's it =))