Outside of blogs, what is the best way to build up links to sub categories and deeper pages on your site?
I am not getting your points clearly, i hope you are talking about optimizing inner/archive pages of your Blog . Am i right ? if yes , then you can ping the Links through related blog posts . when search engine Crawl those other pages and this might possible Google might ping your post through that link . one more thing , create a feed through Feebbruner and submit these to their respective feed directories .
You can link to sub categories and inner pages in your forum signatures. You can also link to them in social bookmarking sites. Just don't spam those sites.
Forum signatures, social bookmarking, article directories, blog reviews, squidoo lenses / hubpage, guest posts .. you can have deep links in all of these.