Building links doesn't always have to be so stressful. Many sites tell you that they'll increase your links by 1000 overnight if you spend $39.99! I'm here to tell you, it's not the quantity, it's the quality.
Although quality does help, it's hard to judge what is quality and what isn't. The first comes first, reciprocal links aren't all that great, so don't spend hours upon hours of sending hopeless spam mails to sites who, if you had good content, would link to you for free.
The best way to gain links quickly is article submission. One article, if well written and of high quality, can generate 10-15 links. Think of the possibilities! Write one article a day for a week and you may end up with 100 links. And that is, 100 non-reciprocal links.
Why are non-reciprocal links so important?
Well, I will tell you. Search engines, such as Google and Yahoo!, are now counting reciprocal links for less. There is even speculation of the recent update that Yahoo! is penalizing sites which have links pages.
Even if this were not the case, non-reciprocal links are more important for one reason, visitors. Visitors don't like to see sites with worthless links to websites they don't want. Why have a link to a travel website if you are in entertainment (besides the obvious, but you get the point)? Even if you do have a reciprocal link to a site which is your competitor you may lose visitors by giving them a higher link popularity.
Should I not link to anyone then?
No. In fact, you should link to as many authoritative sites as possible (authoritative sites are sites which are ranked 1 or 2 throughout your genre).
Links are very important on every site. Don't just give them away, choose carefully. Link to authoritative sites with great content you know your visitors will appreciate. Just ask yourself, "If the links are not for the visitors use, what use are they then?"
So, I've done the whole article submission thing, what other ways can I gain link popularity?
Directories and great content. Content is king and is becoming more-so with the evolution of Search Engines. When a site owner finds an article useful he or she generally places a link to it, even if it is just a blog, it's still a link. But whatever you do, don't do the silly thing and spam blogs, that will only get you banned.
