It seems ludicrous to head into a festival these days and not have a website or blog for your film in advance. It seems silly not to have that web address built into you film end credits. It doesn't have to be a final or even a polished site, but there should be something. How else will you tell your audience how they can participate in the experience or even see your film?
Beyond a website or a blog, filmmakers should do the simple outreach chores. Build a Wiki page for your film. Create a MySpace and/or Facebook profile for your film. Make sure all the info is in IMDB.