Branding (Not with cows) - McDonalds, Nike, etc.

I don't feel building a brand is that difficult. I feel that building a brand is all about consistency. If your message, look, and feel are consistent, people will start to associate the two together. Branding can be as simple as a name and a tagline you repeat over and over, and as complicated as a line of products with similar logos or art style.
For instance, if you continue to repeat a tagline, eventually people will have that tagline stuck in their mind and be reminded of it constantly with word association.
Take for instance, McDonalds. Their slogan is "I'm lovin' it" and they play it in every commercial. If you watch tv and have to sit through said commercials, they always put it at the end with a catchy jingle. I don't watch tv that much, and even I find myself thinking/humming the tune and saying the slogan when I see those golden arches.
McDonalds, at least in that aspect, has built a good brand, and through a very simple means. How hard would it have been to come up with "I'm lovin' it" in the grand scheme of things? Probably not that hard. Certainly not years, not even months. Whoever in the company created that slogan probably did it in a day. After they created the slogan, however, McDonalds was consistent in their advertising, and it worked.
Certainly McDonalds has had several slogans and rebranded over the years, but when you get as big as McDonalds you can take a chance on a new slogan as they don't have issues getting the message to consumers.
So what do you do when you're small time and don't have millions to blow on a commercial? Remain consistent even if your budget is small.
If all you have is a name and a slogan, you can make it work. Put the slogan everywhere you can (where it makes sense of course) and make sure that it stays in the minds of your audience. Whatever your product or service, don't do it half assed. Make sure that you're providing a quality product and the rest will come along.
If you're inconsistent in quality, or your message, it sends mixed signals to the audience, and creates confusion. If you're a big company you can afford a little confusion, but when you're starting out this is of course the worst thing that can happen. Make sure that when you choose your branding that you're sure it's the right one to go with.
Building a brand isn't hard, building an audience is harder.