Best is to use a variety of methods including quality directories - there are many articles and blog posts on the subject at the directory in my sig.
You might want to try exchanging with relevant sites first. That will allow you to build links for free. As long as you don't go overboard with the amount of exchanges, it will also prevent you from getting penalized in Google. Once you've got some links, traffic and PR, you can sell some links on your own site and use that money to buy links from other sites. By doing that, you may risk retribution from Google, but that's a risk a lot of people are willing to take these days.