Your first step would be to install some kind of link directory script to facilitate link exchanges, which also helps keep things organised.
May be a simple links page, with one or two categories, and a email address so others can contact u!!
search google for your keyword, see who link to the top ten result. then try to get a link from them. That boost your SEPR real fast
What's the best link exchange directory script in your opinion ?!? Can be paid or free but please specify
IMO link exchage directory is overrated... for link quality beat quantity a link from those link directory page has low quality...
eSyndiCat directory script is one of the best! Here is a demo: http://www.esyndicat.com/demo/ There are free and paid versions ($49)
start with ome link pages in your directory it may be just related your field and may include another fields to get chances for linking to diffrent sites
very good tip sams. but just like any good suggestion, its easier said then done! its difficult to believe that any one the top players in ur niche is going to give a link to u..even for some money. have you tried this personally?