You want incoming links to your website (or blog). It is well established that this will help attract visitors through the search engines.
Here are a few techniques I recommend:
1. Post comments on DoFollow blogs. You can get a plugin for the Firefox browser that will show you whether a blog is DoFollow or not.
2. Send articles to Ezine Articles and other good article directories like GoArticles.com. You are allowed two links in your author's bio. Use them!
3. Post on forums. Many allow you to have a signature file with links.
4. Try hard to get a link from a very important site. Education (.edu) sites are terrific. Check the Google ranking of sites in your niche. Offer an exclusive article to these if they allow you an linkback through your author bio.
I think the following methods are over-rated:
Website directories (article directories are ok)
Reciprocal links - just too much work involved in my opinion
Your blog: well, Google may give you credit once, but I doubt you get credit each time you post
Social networking: I don't think those linkbacks count with Google
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