David,
I think a lot of people have already asnwered this but there are loads of ways to build links. I have only been learning IM so I'm a bit shacky on it. However from what I have learnt you need to try and build links from good quality sites to yours. By that I mean sites that are relevant and with high
PR.
You can build the links by doing link exchange, commenting on sites, posting articles, guest blogs, twitter, facebook etc. I even think you can use forums, however they won't last to long as the moderators will squash them.
I use a service that builds 200 per onth for me, which keeps my site on page 1. As I learn more I will start to try some myself.
Good luck with your ventures