Once you have a business plan (why does your site really exist), good content, clean code, and a desire to both bring in qualified visitors directly, and to generate good organic search engine results… then its time for developing your incoming links. They are the most important thing to do, once the other fundamentals are in place.
However, the days of paid link exchanges and link farm schemes are over. Stop doing what you’ve been doing!
More on this in a moment.