First,I think good content is very important..Also, You also can buy forum signatures & directory submissions.
Posting in other forums is a good way to get free backlinks to your site. You can also try blog commenting and directory submissions.
Join alot of forums and blogs that are related to your niche and make a comment or post everyday on each one. If you join 30 sites and make one comment on each daily in 6 months you will have over 5000 links on pages related to you niche. Make sure they are do-follow. I find that to be a very good way to get good links. It takes time but pays off in the end.
directory submission forum signature article submission blog commenting press release social bookmarking social sites like Squidoo, Hubpages, Qassia
You can use a link building service to do all the tedious work for you, just make sure you do not use a reciprocal or 3-way link building service because those link building strategies leave a Huge footprint that Google can detect and you will end up getting your site banned and de-indexed. Choose wisely!
thanks for the good advices the link exchange could work but you need to have a site with some considerable PR, if you doesn't have any PR it will be difficult to find other sites to exchange links
Article submission, content pages on web 2.0 sites and then bookmark them all. Works for me quite well.
Almost all 'free' methods are already covered by swedal, you can also go for RSS feed submission as well as guest blog posts other other blogger's blog.
I'm going to try a few of these out. I need to get my sites some PR to. RSS feed looks interesting to me.
directory submission forum signature blog commenting social bookmarking Comment on do follow blogs its more helpful.
And don't forget to leave comments on other blog relevent to your and make sure that is it do follow?