Here are my tips, some may have already been listed
1) Make sure your anchor text in your link says what you have your link url page optimized for - for example widgets.com/green-widget.html your link should read Green Widget
2) Deep link - get links to all pages of your site, make sure the person linking to you is relevant!!!! find the most relevant page on your link partner ( one way links are the best ) and have them link to a matching page on your site with the proper anchor text
3) Bloglines.com - search blogs there to find blogs that compliment your site, post some comments, make yourself known, then ask the author if you can do a guest post, provide a article that gives GOOD RELEVANT INFORMATION regarding a specific topic that relates to the page you are optimizing for, throw a couple contextual links in there and have the author post it.
4) Give something away free, people love this crap, make a widget that offers other website owners the abillity to add a cool tool to their website (provided by you) that also includes a link back to your site, remember, anchor text is important
5) Write some good link bait - make a cool article closely tied to what your site offers, make it appeal to the 15 to 20 year olds, ie: they don't want to read about how your site offers something that a million other sites do, they want to read about new techonology, free things, top 5,10 lists, controversial information, etc etc, once you make your article post it on your site then submit it to digg, reddit, all the social sites.
Thats a few, I have a huge list

I love SEO, especially link buildling...
Loren