Choose quality over quantity, Begin with Web directories, Harness online publicity, Use blogs and forums wisely, Use search engines to research link development...
I am new to link development^^^^but i find that it is very useful for us to learn from this dp forums.
You could try to find who your competitors or similar sites to yours are linking to by typing link: www.competitordomain.com into search engines. Then after reviewing their site, write an insightful inquiry showing them that you took the time to look at their sight and see if they might be interested in linking to you as well.
Links for a website can be developed when you submit to various social networks,participate in forums and blogs and also try to perform various tactics of SEO.All these can help you to increase the number of links.
Many have given great advice thus far. 1) posting in and have eye-catching signatures at niche relevant forums 2) engage in quality (not quantity) link exchanges with complimentary sites 3) squidoo.com .... setup one or more lens on your subject niche, linking to appropriate pages of your site (keywords). 4) start a blog, linking back to your site pages appropriately (keywords) 5) post on high PR directories 6) Try for more one-way links than reciprocal linking (2-way). Squidoo, blogs, forum signatures, etc are great one-way linkages. 7) Social networking sites such as yuwie, lazzeo, facebook, myspace, etc. Be aware of any rules on links each may have. More one-way linkages. I've heard that a steady addition of links is better than trying to cram hundreds/thousands in just a few days. For example, do no more than 50-60 links a week (applies mostly to link exchanges and directory submissions). Best of luck to you! Please let us know what paths you chose and how they are working for you. ~ Barb