Every SEO expert will give different answer to your question. The methods followed by these experts differ from person to person. You just cannot give a single answer. Some will value Press releases while some say articles. Some value do follow blogs while some others value forum posting. There are simply hundreds of strategy. Just have patience and learn the way that will work for you.
In brief : There are various ways of getting links to your site. These link can be from link exchanges, bought links, links from forum sigs, links from blog commenting. According to me, links from blog commenting is the best way to get a backlink as its free and can be niche-specific. Link-baiting is a natural way of getting linked from sites of people who like your comment. This is the most organic way but needs you to have some great content.
I wish I could create link baiting content, but everytime I tried I failed, I guess I don't put the amount of work necessary or simply don't have the good ideas or even online friends to start the ball rolling.