I know many sites dont want an adult or gambling link on the site so what are the best techniques for these types of sites?
Directories submissions is great for gambling site. Many of them are general dirs but do contain proper category for poker/gambling/casino sites. We offer the service here: http://forums.digitalpoint.com/showthread.php?t=1081177 As for adult sites, I have no idea.
I think article marketing is also a good way for marketing gambling sites beside directory submissions.
Get other adult or gambling site links. Also, you can try using other names instead in the keywords of adult/gmabling theme to get hyperlinked.