Actively maintain a blog of relevant topic. If the contents are good people will link it . It will provide a link back to your website. Write article of your interest to ur blog and website . Actively participate and write on popular blogs. Provide free service , people will link to it.
Try to get hold of powerful link building programs. One such book is John Mann's - “How-To Use Backlinks to Vault to the Top of Google’s First Page!”
Raymond
Look around the forums, there are literally over 30 different ways to build links, from guest blog posting to article direction submission. Try out different things and see what works. There's no magic to it.