The quality and number of incoming links to your Website can make a huge difference to your search engine rankings - and subsequently to the amount of traffic you are likely to get from search engine results. Here are a few suggestions as to how to improve your link popularity.
Link Directories - Submitting your site to Yahoo and DMOZ directories weighs heavily with Google, so this is a good place to start. If you do not have the budget to pay for submissions, try the free services, although results will not be as good. Non-commercial sites will find submitting to Zeal.co worthwhile.
Link Exchanges - Many sites are quite happy to 'swap' links. In essence, they will display your link in exchange for you listing a link to their site. You can find these sites by doing a search for 'yourkeyword add url' or 'yourkeyword submit site' in the Google directory (your keywords). Personal (not templated) requests to swap links, by the way, are typically much more likely to receive positive replies.
Link Quality - Spamming forums and guest books or submitting to FFA sites is not a good idea - and may do more harm than good. It is far better to get free links from people linking to your site because they like it - it is quite surprising how much your hard work and dedication will pay off in this fashion.