Firstly writing articles. Writing articles like this one and submitting to article directories is a way of spreading your message across the internet. Other webmasters download your article and add it as valuable content to their website. This not only gives you free advertising on their site, but also creates a backward link for your website. Over time these links start to add up.

Secondly is a link exchange program. I have many websites in my portfolio and am able to offer a free link exchange program. I add a link to the bottom of my homepage to ten of my sites, with your chosen link text.