Is it better to get links from a blog than to get links from any other directory/site? or is there no difference at all?
I think It is better to exchange links from blogs and sites that have similar content/niche as yours....
A link is a link, no matter where it comes from. What makes a site good or bad are its characteristics and not merely the fact that is a directory or a blog. Most directories these days even have their own blogs
links from blogs count more , if you are a blog owner , because they also count in Technorati . Technorati , currently only counts links from blogs , not websites . Getting links from niche related websites counts in Google's eyes , if they're related to your content , you got yourself a backlink with weight .
A variety is likely best, though most if not all should be at least partially related to the content of your site. If anyone is saying that a link is a link is a link is only giving you half of the story. If you get your site listed in some obscure directory, yeah, Google may randomly happen upon it and count it as a backlink. If you get listed in a popular blog, then you'll find that google has a better chance of following it, and you'll also likely find that humans are actually clicking though. I think that the traffic of the site is more important then the PR or type...
When you're following a link building strategy , traffic is not your the problem you should be having in mind .
Go for all types of links... Other blogs, links inside of articles {contextual}, directories, myspace, digg, delicious, forum sigs, forum links, comments in blogs, technorati ~ keep it well rounded.
While building links for your sites .. exchange links with blogs or sites with related content as this will help you in generating traffic for your site.