A common way to create nice links for your site is to find popular blogs relevant to your site and place comments on their blog posts, with a link going back to your site. This is fast and efficient, and will work very well (Especially if you put a bit of time into the post, making it seem less like spam and more like an important contribution to their site as well). Do you use this method alot? It's the most efficient method for me.
Nice, but i most of time blick these type of followers and delet the comments...untill they give back links.