Building Links these days is not like in the past where reciprocal linking was cutting it, one could just exchange links with other relevant sites in your niche. I found this wonderful 101 ways to build link popularity as per SEOBook.
This is a complete list of the best effective ways of implementing working strategies to obtain the needed link popularity these days to ensure better rankings for your website. Which ever of these methods you will be using, the most important factor is to keep the anchor text in mind (the actual link text). Make sure this contains your main keyword you would like to rank for. Also make sure that it is not more than 80% of the total links pointing back to your website.
The other factor one has to consider when it comes to link popularity and your anchor text, is to have anchor text with keywords pertaining to your deeper sub landing and landing pages. Not all links should point to the home page unless the home page's content is all about that specific keyword. I mean after all Google is not going to rank you in the top 10 for a keyword if it is not solving the user's query and the best possible solution to what the user is looking for.
Enough of the pre-introductory text, here is the link to