Whatever you do, you do not want to simply paste an inbound link to your site everywhere you possibly can on the world wide web. This will net you far more bad quality backlinks than good ones. It is essentially "hit or miss" this way, and you will tick off many readers and webmasters if you fail to heed their rules about link building. It can only tarnish your site's reputation if you do this.
The thing about
link building is, after the Penguin and Panda 2.0 updates as set forth by Google, what matters are
quality backlinks, the quantity of them becomes practically irrelevant to Google after a certain point, so you want a higher ratio of good backlinks and, if you can, have absolutely no poor backlinks.
Before you even think about delving into this area of SEO, create a plan of some sort. Make a list of authority blogs, forums, etc. that allow guest posting, signature links, or the posting of a link to your website, period. Some will want monetary compensation for facilitating your links, while others are kinder to webmasters. Choose wisely, and good luck!