One tactic that used to be surprisingly effective (and I'm guessing it still is, though harder to execute) was to make use of the death of other sites related to yours to promote your own.
By that, I mean if you have a site with
solid, decent content on Topic X, then an effective way to build links is to find sites that link to dead Topic X sites (sites that no longer exist) and politely tell them about the defunct link, and suggest your own as a substitute.
This works (or worked) extremely well so long as your site really was both a substitute for, and "better" than, the dead one. Back in the day, I built up hundreds and hundreds of links that way. But the strategy hinges entirely on putting in the work FIRST to have a super high quality, on topic resource that you can talk about. If it's clearly a thin, affiliate spammy play, why should anyone bother to replace a link with yours?
And one of the best sources of dead sites was Dmoz and the Yahoo directory. Other good sources included other large directories and on-topic directories (for example directories of golf sites, if your site is about golf).
Now most if not all of those are dead/gone, because there doesn't seem to be much mileage in directories these days, but it's surprising what might still show up in the Wayback Machine if you go digging.
Run something like Xenu Linksleuth to check the links, and you could turn up a mass of candidates.
Oh, and there are over 600 themed directories-of-directories listed on my site at
http://www.incominglinks.com/ - it's over a decade since I've touched it (other than to update the copyright statement) so many/most will be gone, but the breadcrumbs are there to start your research.