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http://directory.google.com/Top/Games/Gambling/Contests_and_Sweepstakes/Directories/
All this is effective when you are creating content or giving something free or reviewing someone elses’ offering. However there are ways to create one way links which are different than abovementioned strategies. This entails leaving your footsteps where ever you go. In simpler terms keep your signature file ready( with a hyperlink) & then post it wherever possible.
Whenever you visit a site, write a comment in guest book with your signature file.
Post messages on forums or some chat rooms relating to your topic with hyperlink built in ( check which forums allow that).
Post messages in usenet newsgroups with hyperlink. For selecting right newsgroup to send a message you can search with your prime keyword on google groups.
Always remember to have your signature file in your email.
Another way of creating one way incoming links into your site is by either starting an online award category or by participating in an award category.
If you are an award giver recipient will place your gif file(with hyperlink in it) on his site. If you win an award you will link to award site & they in turn generally link to you.
Another play is to book additional space/ additional url on any other server & create a small site on it(related to your topic area with some unique content) & link it to original site. A variation of this is to create a blog ( search SE for blog ) or start here
http://directory.google.com/Top/Computers/Internet/On_the_Web/Weblogs/Tools/?tc=1 .
Link this blog to your web site.
Another long winding however effective way to create incoming links is to host affiliate programs or launch banner exchange programs or launch a web ring program from your site. People who will sign up will have links pointing to your site from theirs. However this approach does take time & efforts to bear fruit.
In almost all these variations one of most important parameters you can control is anchor text.
These are just some of methods that you can undertake profitably.
Once you are done with your one way linking campaign, its time to start with reciprocal linking campaigns
I'm an eBiz consultant and owner of Mosaic Services- an SEO Company. I regularly write and submit articles on various SE specific topics.
To find more articles, please visit my site http://sem.mosaic-service.com