I do all kinds. I comment on blogs, post on forums and submit articles occasionally. The mainly thing I dont do is social networking.
If I can change the title from: "What kind of links you build the most?" to "What kind of links do you spend the most time on" Then the answer is: Link requests and partnering up with other sites all the others. web 2.0, social bookmarking, social media, ezine, forums, blog comments (anything that is easy) is supplementary.