Natural acquisition of a link to your website from a reputable website through either linkbaiting or a good reputation is obviously the ideal situation, but when starting out from scratch you’re not going to have much visibility so you will most likely have to roll up your sleeves and do some manual work, unless you are a linkbaiting guru.
One method of doing this is to simply email other webmasters from whose site you would want a link, asking them if it would be possible, perhaps returning the favour by writing an article for them, or something to that effect. Before you try this, you’ll want to make sure your site is presentable and has a little content on it already, otherwise, people aren’t going to want to link to you. If your content is really something special then this method should be quite successful for you. Don’t be put off when people don’t reply and be prepared to do a lot of begging!
If you have another already established site with related content, you can use that to give your new site some visibility by linking to new articles. If you have a new website in the works, it’s always a good idea to begin a blogger blog or similar for that site before you launch it, perhaps keeping it updated with your progress and ideas, or general news related to whatever your site is about. When the time then comes to launch your site, you will already have some leverage for inbound links from an established site.
Another two methods, though not as industry accepted, are blog commenting and forum signature links. Blog comments have been so abused by “webmasters” doing “SEO” that the majority of blogs nowadays automatically implement the ‘nofollow’ tag to any external links, making it of very little value to the linked to site (although some argue that is not the case). If you can find a blog or article that’s closely related to your page topic, there is nothing wrong with writing a comment and suggesting that people also take a look at your page if it may be helpful to them. Simply posting a link to your site and writing “nice article” isn’t exactly convincing and may result in the author removing your comment so better to be safe than sorry. Forum signatures in vBulletin automatically get the nofollow and many experts deem them to do more harm than good. If anything they will provide you with a small amount of traffic and that’s about it.
I wouldn’t use the blog commenting method in excess. A couple of links to your page with some specific anchor text should do the trick to begin with, as it helps Google paint the initial picture of what your page is actually about. After that, I would leave nature to run its course and perhaps link from a blog every so often.
Remember, when linkbuilding, try and keep it natural. Unless you have an extremely popular website, you would not expect to see 20 new inbound links to a page in the space of one week. Too much, too soon could end up getting you penalized so try to be tactful and systematic by limiting yourself to a certain amount of links spread over a certain period of time.