Blogsphere - Identify the leading movers and bloggers in your market place. Link to them from your blog but let them know you've done so. If your site has quality it's probable that many will reciprocate.
University sites - .edu or .ac sites carry great weight. Maybe you could write an article or contribute in some other way that could deserve a link.
Government sites - again .gov sites carry great weight.
Your own blog - Interesting, specific information is often of interest to potential visitors. A blog can be a very useful starting point from which to generate interest in your site.
Directories - Yahoo, yell.com, DMOZ etc there are numerous paid for and free directory submission opportunities. This is the easiest and fastest method of link building. There are numerous good quality (human-edited) directories whose permanent directory listings show up as valid back links within Google, Yahoo and/or MSN. We manually submit to quality directories that have relevant sub-categories.