Building links from other websites is a key to getting traffic. Google sees links that point to your site as an indicator that your site is important. It is also important to note the text used to point to your site. Be sure to use the same text, when possible, to point to your site.
The question I always get is who do I approach to get a link to my site. Instead of approaching other sites, simply do a search for "free directory" and you will find many different online directories similar to the yellow pages. Use these to gain inbound links to your site. Many of these directories permit free listing with no link back, which is ideal.
Focus on adding at least one of these free links per week. The more the better. If you are asked to link back, that is ok, add it to a links page. However, if you are asked to pay, skip that site and move to the next one. Paid links are not worth it, there are far too many free options out there. Once you add your listing, many of the sites will offer upgrades for additional money, this is up to you to upgrade or not. Generally speaking, take the free link and move on to the next directory.
Here are a couple directories that we own that you can post your link for free (you may already be there so be sure to check first), www.worcestercountybusinesses.com, and www.northeastbusinessdirectory.com. Finding directories is not too difficult, it just takes some time.