These links add many doors for your reader to find you while they are browsing other sites. but also, in order for your site to be seen and perceived as useful by search engines, there must be sites that link to your site.
The more high quality links that you have to your site, the more trusted it will be by search engines.
In their quest to determine what is important and relevant on the web, Google and other search engines, rely on many parameters. It is important for Google to see that other sites find your site worth linking to. This means that one of the best ways to be referenced by the main search engines is to have links that come to your site from other sites.
However you need to be careful when trying to generate links towards your site.
Be careful not to blindly exchange links. This is a common practice but Google understands when the content of the sites is similar and gives priority to this type of link. Make sure that the subject, services offered, or keywords are very similar between the sites that are exchanging links. Links that have no relevance are not helpful for Google and they are also very confusing for your readers.
Think about your readers first, the links that are useful for them, will also be useful for search engines.
Forums, Blogs / comments
It is a typical "technique" to leave comments with a link to your site on forums and blogs. Often these comments are more in your interest than in the readers of these blogs and forms. If you post comments that are not relevant just to promote your site, it is called spam. A sure way to have your message erased, is be perceived as a marketing parasite, this could even get you blacklisted from these sites.
That said leaving your comments on blogs and forums is a good way to promote your site if your comments are relevant to the content of these blogs and forms. This is especially true if the content of your site is also relevant to the content of the blogs.
Blogs / reviews talking about your site
Of course, the best type of link to your site is when the editor of a Blog or an online magazine is writing directly about your site and leaving your link for his readers.
Beware though, there are bloggers out there that will ask for money in exchange for writing a review. This review may very well be unbiased but it is rarely as beneficial as it seems to pay for links such as this. Readers get use this kind of tinted support and start to spot it easily. While search engines may take longer to recognize this type of link they will eventually. Think about the long term benefits for your site.
If the topic of your site is a subject that you believe a blog or a webzine would like to report about, simply write a personal letter to the editors.
Contributing useful comments in the articles won't hurt either. In some cases they are also a good source of information about your domain of expertise. Linking to them is also a good way to get noticed and possibly having them link back to you.
And of course, If you have the writing bug.
Open your own BlogIt is a difficult but exciting enterprise, which takes time, regular updates, and a hint of talent. It is also one of the most beautiful and effective ways to share your expertise and to encourage a dialogue between your readers and yourself. All the while talking about and promoting your own business.
A good start within your own site are the Journal pages in SimpleDifferent.