I use blog commenting, submitting articles to directories, forum posting, uploading videos on youtube. Also I try to write good content for my website that can generate backlinks naturally.
for whatever reason i could never figure out link building, i am familiar with seo and link building and i worked on that for a few months to get my website some page rank and could you believe it after 6 months i still had nothing, i found it rather strange.
best way are article submission, blog comments, forum posts and blogging. also try to do link exchange with another related website which have some good traffics.
my best is through forum posting. and blog commenting, you can also try to submit article directories
I think the best ways are: Social Bookmarking Article syndication Blog Syndication Press Release Classified Submission Guest Posting Forum Posting Linkfeed submission Directory Submission