I'll chip in another:
Blog Commenting - Comment on blogs, preferably do follow. Be the first to comment on a blog post, will get you more hits than being later on the list.
Let's build a list of link building techniques.
No 'good tip' and 'thank you' posts please :P / Unless you have a valid point to add.
Let's just post solid link building tips.
- Forum Signatures - You put a link in your signature on any forum (preferably of your niche) & every post you make on the forum gives you at least a single one way link back. Another thing you can do is buy forum signatures of other members on forums.
- Wordpress themes - Either you can design a WordPress theme or get someone to design one and put your link in the footer. The more popular and the more the theme is used the more backlinks you get. (This applies to any kind of themes and is not just related to WP)
Press Releases: Using press releases services for your services can get in good traffic and also quality back links.
By answering questions on Yahoo Answers, you are able to leave your source, which you could put as your site. I use this a lot because I think it is a great source to get a good amount of links out there.
You'll forgot link exchanges. Just contact a webmaster and exchange links.