Even pages that you cannot easily monetize. The more links you get, the better.
Join the Community
In 2008, they have a community for almost anything. Get involved in those communities, sign up for forums and comment on posts. Become an authority. Just by being helpful to others and bringing information to a community, people will link to your site out of respect, knowing that their audience will appreciate the link. Be honest, helpful, and maintain your integrity on the boards. Instead of making fun of that newbie, help them out.
Look for Places with High Quality Links
Don't be afraid to ask to exchange links with others who might benefit from your service. Links from sites like your local library or community-centric pages go a long ways. Even your employer may put up a link (be careful not to mess that one up!).
Get Deep Links
Deep links are very important. Try to get links pointing towards inner pages of your site rather than the front page. With enough of these types of links, you can dominate some of the serps related to that topic, as well as build your overall quality.
Write Articles
Chances are, you're reading this article on somewhere other than JeremyMorgan.com or Webfoot Central. That's because I submit articles all over the internet. Not only do you help build backlinks, but you contribute to your community, and make a name for yourself. Don't write spammy articles, or try to advertise too hard. Make something useful that others will want as content on their own site.
Issue Press Releases
I can't really comment on this one too much, because I've never done it, but for some sites it's a very useful tool for getting inbound links, and good publicity. Make sure you have something going on that's worth talking about!
Blog, Blog, Blog
Every site needs a blog. Even if your site is primarily about selling widgets, have a widget news related blog. Individual articles will get people linking to them, and will keep your site fresh and add content, which google and other search engines love.
If You Must, Sponsor Some Links.
There are a few sponsored links worth getting. Yahoo Search Inclusion is one example. If you are in a highly competitive industry, such as adult, SEO, mortgage, finance, or gambling you will need to purchase links to get an edge. There are a lot of people competing for your terms.
Conclusion
Use common sense. The best way to get ahead is by being honest, and providing a decent service. Stop trying gimmicks or tricks to cheat your way into good rankings. The best long term SEO plan involves taking the high road and doing things honestly. Check out the SEO book to see what I learned about ethical SEO. Now I don't have any problems getting people to my website. You can too, all it takes is a little effort!