I think blog posting (always read rules before posting), forum posting with sig (like mine) article posting with the meta keyword you are aiming for.
You should better focus on relevant, good, controversial or very useful content and let the links come on their own, in a natural way. You should also have the patience of a chess player.
My favorite method for link building is generating link bait. The best wait to bait links is to create high value magnetic content. Use social media (twitter) to spread the word about your content and from there if it is good enough it will generate links organically. One cool link bait strategy is to create an award. Bloggers/businesses love to talk about awards, and when they do they will be linking to the awards page on your site.