I have used backlink watch in many cases, and highly suggest it to anyone starting out. To receive more professional data you will have to pay.
A better option, go to google and type webmaster tools. sign up to it and you will be able to trace all live links directing to your website. Some links won't be displayed but you can always check it out on alexa.com. And yes i know alexa is useless but it still traces down your links, so it's one thing to look forward to and its free.
you have 2 way to check your back links first is search on google link:your domain name 2nd is open your account in webmaster tool
First thing, in which search engine you want to check backlinks. Google/Yahoo/Bing . In Google you can check with command site:domain name and in yahoo and bing you can't check the backlinks.
If you want to check backlinks of your websites you can use opensiteexplorer.org and ahrefs.com both are good for checking your site's backlinks.
1: Dofollow forums 2: Nofollow forums post 3: Blog commenting (Dofollow and No follow) 4: Articles posting 5: Directory 6: Classified Post 7: Social Bookmarking 8: Link exchange 9: profile Links 10: blogs 11: Group building 12: Signature Posting 13: web2.0 creations Always remember that Content is the king If you really wanna have max link just go through Uniqe content, you will get the advantage of google.
using webmaster tool, you can easily see the backlinks to your site in "links to your site" drop down menu