In a perfect world, Webmasters across the Internet would automatically find, peruse and appreciate your Web site and instantly link to it from their own high-quality Web sites. However, although such organic linking does happen particularly for Web sites whose pages contain truly unique or pertinent content it takes time. Most Webmasters thus must actively pursue back links to their sites.
The first step in your link building campaign should be to decide where the desired links should be coming from. The most effective links originate from sites that rank highly themselves and are topically related to your site. Once you have zeroed in on such sites by performing search engine searches for the very keywords your site is optimized for, for example you will need to contact the applicable site owners and convince them to link to you. It is considered proper netiquette to offer a reciprocal link from your site when asking for such services. Note that far from all targeted Web site owners will necessarily agree to your proposition. Link building can be a frustrating and lengthy process, but it is quite necessary if you seek top rankings in top search engines.
Another way of obtaining quality back links is to submit your Web page(s) to key Web directories, such as the Open Directory Project, the Yahoo! Directory, et al. Note that most directories are managed by human editors who have the authority to unilaterally decide whether or not to include submitted content. Only quality Web sites can expect to receive directory indexation. However, links from high-profile directories can help boost your search engine rankings.
The easiest, and most problematic, way of obtaining back links is to buy them (or get them from a link farm). Search engines carefully review the relevance of a Web page's back links. Links that are purchased in bulk generally will be of low quality and often are not topically related to the pages they point to. Such links often will have little, if any, positive effect on your page's search engine ranking. In extreme cases such as Web pages that gain thousands of links overnight for no apparent reason search engines might interpret the link acquisition as spamming and decide to penalize the pages.