An easy way to gain incoming links, though those of questionable value, is to participate at related forums and blogs. Almost all blogs and most forums allow posters or commenters to leave a website link or have signature links and you can gain direct traffic through these links in addition to gaining link popularity.
The key though is to participate in a real fashion. There is software or services out there that will automatically post rubbish at forums and blogs to get you links, this is spam. There are also people out there that'll do such posting manually but only achieve a level of quality a sliver above the posting robots, and that's still spam. You need to participate, not just post. You cannot simply say, "Yes, I agree" and hope to not be perceived as spam.
The best advice I can give in this regard is to try not to post anything you wouldn't post if you weren't trying to get incoming links. The idea of gaining links from forum signatures and blog comments should be more about getting some links & traffic for an activity you'd do anyways, rather than an activity you're only doing for the links. Blog & forum owners tend to be savvy to this sort of behavior and may end up banning you for it if you're not being genuine.
Also, remember, the more helpful you are the more people will respect you and the greater exposure your links will get.
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