Incoming links from appropriate sites bring traffic and can also help your site's search engine rankings. In fact, the smart web marketer's motto might be "They link, therefore I am" since it's almost impossible to promote a site effectively if it has no incoming links!
The Incoming Links Guide (see right-hand column) will teach you how to locate likely potential sources of incoming links, how to approach them and how to keep track of your progress and follow up as needed to keep your promotion efforts moving forwards.
An excellent way to build more links is to track down niche directories that cover the subject matter of your site. Finding these directories can involve a lot of hard work - which is where the Directory of Directories comes in. It lists 624 niche, topical directories that accept outside submissions.