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Type your keyword phrases into a search engine and wait for results. The web sites you see on first few web pages of search engine results should be your main targets and should be looked at. Visit their site to see if you can find site owners name and email them asking to exchange links, remember to email them at right email address, don't email email address that's for support.
Type your keywords or phrases into search engine and see who links to sites that come up first. After finding a few sites that link to sites that rank high on your keyword phrases email them and ask if they would be interested in a link exchange. This is great if you can get both top sites that rank for your keyword phrases and sites that link to top sites because not only do you have top sites linking to you, but also site sites that made them get there in first place.
Some webmasters use link exchange programs such as www.linkexchangeit.com, these link exchange program help you find link partners easier because sites are cauterized into their related topics, so you don't have to search for them.
Use those rules and you should do just fine! Just remember to take your time and don't use automated software, instead hand pick sites that you link to.
Matt Colyer is the owner of the www.superiorwebmaster.com. He also is a php, CGI and ASP developer.