Social Book marking and forum participation is the easiest way to build reputed links to your site. Get into those work.
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Blog Commenting - Make sure its quality comments that add to the convos Forum Sigs - Same thing as above. Article Marketing - Ezine, Article Base, Top Article Sites Social Bookmarking These are best options. There are many more and you will learn them all over time.
Blogging and forum posting are good ways to get backlinks. Besides, article submission can also generate a lot of backlinks.
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By contacting an authority site in your space/vertical or something that compliments your niche (not your competition) to see if they would publish a guest article that you write for them. This is definitely not an easy task to do and is very very time consuming, but works. Otherwise, I would suggest some article submissions/marketing and Press Release distribution. Submit to the top directories a Unique Quality Article and to the lower directories as well, to show a little variety. Consistency is Key
Make small movies that are helpful to people interested in what your site has to offer, or funny stuff like cat and keyword. Publish on youTube and other media and point your URL to an article on your site. This can give you great back-links and an audience from unexpected places and certainly increase Alexa ranking for your site...
Using social media in conjunction with smart content and information can help you to generate long time one way links. It's really a trusted method by several webmasters and siteowners.
If you have a new site or blog, then social bookmarking sites will get you decent and long lasting link backs. Also make sure you do cross bookmarking in the social networking sites too Also keep coming here and be a regular commentator in forums like DP. First because it will help you a lot by learning some skills from the experts and second you can place a link to your site/blog in the signature section. Blog commenting in your niche is also a good option for you at the start.
I hate hearing about the need for patience! I built a blog, update it regularly, but I have nobody following it. How do you build traffic for a blog? By commenting?
To catch fish you have a fishing net. To get links, install a link net on your site. This is most natural way to get links since you are capitalizing on the traffic already coming to your site. You make it easy for people to exchange a link with your site by have a link net... (directory)