UpMyRank has a good article, you can put on your site. This of course gets seen by the SE's and you might come up in the results which can attract toolbar users to your content. They also have good tips on increasing your overall rank. Here is the link http://upmyrank.com/alexa_ranking_10ways.shtml
almost all the people who have the alexa toolbar are webmasters and the other 1% dont even know they have it. so how is the opinion of 1 group of people relevent? since we need it to find our own sites popularity with consumers but its non-consumers like webmasters thats giving us our data.
Forums get a really good alexa rank because of the quantity of search hits that appear on google, or because of all the people using a toolbar and loading numerous pages, So if your running a website, try to incorporate a forum
I wrote an eBook a while back on how to boost your Alexa rank and just yesterday I summarized it in a short article. You can check it out here - Boost Alexa Rank
You can lower your Alexa rank by getting Digital Point traffic.. There are so many people here with the Alexa toolbar installed. If you have a good article try to link to it without spamming and you will watch your Alexa rank go down (I have a post about how to get traffic from digital point)
alexa is only any use if you have a tech website if you have for example a holiday site most of your visitors will be members of the public who would have no reason to download the toolbar therefor their visit will not be counted, I gave up on alexa a long time ago it has lots of bad effects on your computer with little benifit
You'd think now that I have the widget on there and everything when my site has a good day.. that my rank would go up not down.. I know I shouldnt worry about it.. But its like any ranking system you always want to be better then someone else.. Human nature makes us this way.
I actually have the Alexa Toolbar but I dont think that it would help to increase the rank, I have a website that its on the 84k place