DaveN’s got some solid advice on building links. Check out the full post here:

3 step plan on links

1) 1st batch of links: You need to gain your authority to play in that market place, but don’t over do it, being way too authoritative for an industry is sometimes worse than no authority at all. Try and get some links from press releases and on sites that don’t normally sell links.

2) 2nd batch of links: Once you have authority status get some blog love, but avoid Pay Per Post blogs for now. Take GetClicky.com: I’m not getting paid for that review or link, I did put my affiliate code in so I could see how many people I passed into getclicky.com and signed up… I’m geeky like that.

I think I have sent 180 people to date, 23 people signed up via my link, and only 13 people had balls to comment on my blog lol, but I will have passed a little of my authority onto GetClicky. Once you have enough blogs that have gained authority status linking to you, you’re set for stage 3.

3) 3rd batch is a free-for-all, you have gained authority and your stage 2 links should be pulling in the search terms. This means you will get scraper sites linking to you, so buy text link ads on lower grade sites, PPP and review-style sites. Your authority should pull you though.

Sometimes you’ve got to start slowly from step 1 with a new site or campaign.  Other times you’ll be lucky enough to inherit an authoritative site and you can skip right ahead to step 2 and/or 3 and start attacking the main keywords.