i would suggest you write valuable content (that is also original) on your website.
All very well, but unless you are a professional content site publisher, you'll never get the start-up traffic in quantity to view the great content, and you go to your grave with your website - no one will ever see it.
Why would I link to say a plumbers site, if say I owned a site about Madonna? its untargeted for sure, and my Madonnas site gets 20k a month Vs Mr Plumber that's lucky to see 15k of traffic in a year.
Its not a good link swap guys, the match is bad poor, not to mention the advantage is all one way for the plumbers site, er, assuming the Madonna site is fool enough to link with it.
The link-swap advice is so wrong, I forget the last swap I made - that's how long ago it was, talking years people - years. Now we charge for links, and best move we ever made, and we can pull in £600 a time doing it - but people, you gotta have that set-up, the established site that screams 'use me', 'search me' or whatever. I feel the small 'me too blog' thing will die out, you know, those personal blogs where everyone is an expert. Product info blogs are what's in and more so the vbloggs (video blogs) like
http://www.bbc.co.uk/newsbeat/24726895
http://www.therichest.com/rich-list/world/worlds-10-top-earning-bloggers/
I love video - its great and beats the written word to explain a product, but you probably need a niche for it and that expertise. Those famous blogs have like a million subscribers etc, and likely a ton of free links too.