Linking – It’s just that important
The single most important thing to do (after getting your basic SEO setup on your site done) is to work getting links to your site. There are lots of links you can get easily buy adding your site to free directories and other low page rank sites but for the most part, these don’t really help much.
The key is to get links from sites with a solid page rank that are in the same industry or area as your site is. This takes a little work. First you need to identify the candidates, look for industry leading blogs and other sites related to yours. For blogs, if you have some interesting content, then maybe they will write a post about it. So far, my favorite is to simply write a good post and add a link to them. Let them know you did it and often times, they will link to you in a future post. For websites, see if you can purchase an ad on their site or provide some content they would like for their customers.
You should try to control the anchor text of links coming to you as much as possible. Having your best keywords in the link anchor can be a huge help. Links from the body of a page are better than links from a side menu area and much better than links from a footer area.
All in all, getting good links takes effort but it is well worth it.
See also:
Understanding the Importance of Keywords