Link building is a task you must done if you want your site to be ranked good in search engines.
Submit your site to directories
Submit your site to directories from the first day of your site's existance. Do it slowly and continously, every day for a long time.
Write articles
Write quality articles about topic that interest you and is related to your site. Put some links to your site inside article. Do not copy anything from other sites and even from your own site. Article must be unique!
One of the popular articles sites: http://ezinearticles.com/
Comment blogs
Comment blogs that are in similar topic. Do not spam, write quality comments related to post. Include your site adress and you will gain link.
Write on forums
Join some forum and become an active member there. Put your link (be sure it is allowed) in signature and gain traffic and links.
