The original purpose of building links was to promote your web site at other sites and bring in visitors. These days only high quality can bring you targeted visitors. Another is to build links for search engine purposes. So, if you want to attract visitors from the search engines build as many links as possible. Aslo, If your site is not Indexed by the search engines, just build several links, and the job is done.
Link Building is not an easy activity, especially for beginners. These tips will help you build initial links and will give you further references.
1. Forums
There are many forums that allow links to your site in the member list, signature and/or profile. Find forums that match the topic of your business/site. Check if they allow links, sign in, embed your link, and start posting comments, questions, or answers. Do not spam, it is not polite 
and you can get banned. Focus on a few forums and post regularly. Forum links will not help you much with the search engine rankings but they do have some value. At least you will get indexed and also they can bring some visitors.
2. Blogs
Open an account at Blogger or WorldPress. Post regularly. If you can write something related to your original site great, if not, write a journal. Comment or ask questions at other blogs that you are interested in or are related to yours. Try to include links in the signature and also be sure that your blog’s profile is public. Do not spam! The value of blog links is not very high, especially the ones embedded in the comments. If you are a beginner they could be helpful.
3. Ask friends.
Friends that own or edit websites will be happy to help you. Just ask them to put your link at their web pages. If you don’t have friends online, then make them! Register an account at MySpace. Make your profile rich, contact other people and make friends.
4. Link Exchange.
Link exchange is relatively easy way to build links. Send an e-mail to related sites and ask them to include your link, most likely they will ask you to link back to them. Some sites practice this and have ready links to embed in your site before you ask them for a reciprocal link. Reciprocal links may not have much value for Search Engines but they could be useful. Exchange links only with related sites and link to 20 or 30 partners. To find link exchange partners type in the search box: “your keywords” + “add url”. Do not link to a bad neighborhood. (See tip No. 10)
5. One-Way Links
Since reciprocal links have lesser value, it’s more practical to focus on one-way links. I found a website that offers a one-way link exchange program for free www.freerelevantlinks.com. There are about 10 different categories you can join in. The concept is simple. You place 5 + 1 links on your index page (copy paste given code) and you wait other site owners to join the program. For a certain period of time you should gain 5 links from other related sites (in the same category). This strategy seems very easy. But there are some buts. There are only 10 categories you can join. You have to wait too long for the first links to come. The process is fully automated so there is possibility for abuse from some users. You have to be careful to whom you link; otherwise you can get penalized from the Search Engines. (Outgoing links are important, Incoming links can’t hurt you) If you are lucky you could get high quality links in about 6 months. If you are not, leave the program.
6. Review Products and Sites
If you buy a product from Amazon.com review it there. Write something like: “I liked it very much” or something like that. Don’t forget to include your link in the review. See how others are doing that. You could review any products you bought (or not) at ePinions.com Review related sites on Alexa.com. Don’t rely only on these sites because reviews carry quality one-way links valuable for search engines. These links can also bring targeted visitors.
7. Submit and syndicate Articles.
This is the easiest way to gain free, high quality links. If you think you can’t write an article just see what and how other people did it. I bet you can do it better. Write an article related to your topic and submit it to Article sites like : EzineArticles.com, GoArticles.com and iSnare.com. At the beginning submit your articles manually at as many as possible Article submission sites. Later, you can learn to use automated submission. Writing and syndicating articles is not only great for a Search Engine purposes but also will bring in targeted visitors.
8. Buy Text Link Ads
Regardless if you are a beginner; if you want to build a successful home based internet business you should seriously consider to buy Text Link Ads for starting. These text links are important primarily for the Search Engines but also will bring you high quality visitors from the sites they are posted on. Buying links will enable you to control the sites that link to you and the Anchor Text of the link (The blue text you see). Both are very important factors for high search engines rankings.
9. Free Sub Domain hosting.
There are many sites that provide free Subdomain Hosting. You could create one or several sites for linking purposes. This activity is similar to blog building. The difference is that you have much more control over the site appearance, its structure, and the links themselves. After you build subdomain site do some or all of the tips above to get indexed by the search engines. If you manage to raise the Page Rank of the pages you would have an excellent linking resource in your hands. Some WhiteHat webmasters would argue that this technique could be abused or considered as spamming, but don’t worry, you can’t harm your original web site. The worst thing you could do is to get the Subdomain banned but only if you exaggerate. At the moment the best choice for free subdomain hosting is 50webs.com
10. Don’t DO
Be careful, link building is not harmless. If you make mistakes you could be penalized or completely thrown out of the search index. You certainly don’t want that. Search Engines could bring you good traffic if you practice Search Engine Optimization. If you don’t want to get penalized or banned by search engines follow the simple rule: only things you do at your site can get you banned, like linking farms or bad link neighbors (banned or penalized sites). Anything your competitors can do to harm you can not be penalized by the search engines.
