distributing articles, submitting press releases, submitting to directories, blog comments, forum signatures...those are some of the more common techniques. Link exchanges used to be very popular, but with Google now taking away PR from links pages those days may be over. The way that Google prefers you to do it is to just build up a very useful, quality website. Then you will gain some links just by people linking to you a resource. No matter how good your resource is, you usually still need to help get the word out.
I've had good success creating content that other people in sub niches of mine found valuable. After creating the content I contacted webmasters and asked for a link. It was work, but the links I got paid off in both referral traffic and SERPs increases.
blogs , article distribution sites , web directories, mail to webmasters of sites you want to link to for quality link building activities
Some of them are as follows Submitting to Social Bookmarking Sites Submitting to Social Networking Sites Article Submission Press Release Submission Directory Submission Blog Commenting Forum Posting (Dofollow Forums) Link Exchange With Relevant and Sites with High PR value. Last but not least try building quality content in your site that will attract visitors and you might get more inbound links which are ideal for any website. Thanks