I have started a free link Directory recently. I have got fair amount of links on my site. You can go to my site and exchange the link with those site owners. Its free and Its an Easy place to exchange link. It will save your time from finding related sites. Visit: http://pagerankandalexa.com And search for your related sites and mail the owners for link exchange..
Two quick thoughts.... (sorry these are negative....) First, why exchange links vs. getting a one way link quickly through blog comments? Two, having a website with Alexa in the domain is a bit risky... They may go after you legally for trademark infringement. But best of luck.
That's great, I almost never use link exchanges because most of the times I am offering a great website with lots of traffic and I get a link back from a dropped domain / fake PR or shadow domain. I did like the collection at www.link-exchanges.net where sites are DMOZ listed, I am 'tempted' to go for exchanges again )