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There are a couple of ways to create links to boost your search engine rankings:

The first one and the quickest way to build links is to post some comments on authoritative blogs provided that these blogs use the ‘dofollow’ tag.   It takes some research to find these blogs, but once you create the relationship and the inventory, it could be very beneficial.

The second one is posting to forums or social networks.  Many of the social networks added the ‘nofollow’ tag so you have to research which of the networks enable the ‘dofollow’ tag.  The most obvious one that comes to mind is Squidoo.

The third one is what’s known as ‘manufactured links‘ which is a network of sites created with a sole purpose of generating links to a “money site”.  It is difficult for the search engines to detect it and sometimes it is on the border line of grey hat practices especially when the “link farm” does not add any additional value.

The fourth one is purchased or rented links.  These links are created for the sole purpose of influencing search engine rankings and serve a purpose for the publishers as well as the buyer.  From the search engine point of view it is difficult to detect these links as purchased unless the publishers explicitly annotate this on their sites.  For the most part if a link and its related anchor text is coming from a reputable site with relevant content to the buyer site than it is not an issue for the search engine.  The problem arises when there is no correlation between the publisher site and the buyer site content wise.

The fifth one and what the search engine value mostly are given links from high page rank sites like .edu or .gov.  These are also sites that have been around for a long time and have some very high quality content.  Getting links from these sites is considered very difficult and time consuming and that’s why most people shy away from this.