On a pure value standpoint, one way links (sans any linking schemes) are the
most valuable links you can get. This is, in most circumstances, a link to your
site from someone that finds your content valuable, doesn't ask for a link
back, you don't link back to them on your own.
If you have good content, this type of link isn't all that rare. The best
link marketing is creating a valuable website that is informative, helpful and
educational. Of course this isn't proactive marketing, which is why you see a
lot of options to purchase one-way links.
Without a doubt, search engines frown on purchased links that are not clearly
defined as such both visually and/or using the no follow attribute. Purchase
links at your own risk. If you are using a broker that claims to keep their
purchased links hidden from the search engines, keep in mind that the search
engines can easily spend money building sites and purchasing links from these
same networks. The hidden network is no longer hidden from the search engines
and they might not even be aware of it.
Not all purchases links have no value, but only so long as the link flies
under the search engine radar. This can rarely be done by purchasing links from
a broker, but can be done on a one-on-one situation.
Links are an important part of your optimization campaign, but not every
link will provide you the same value. Aside from worrying about reciprocal
links, link wheels or even purchasing one-way links, go outside of the box of
"get me a link" and think about providing value to your visitors that
is worth linking to. Once you have that, then consider ways to get the word of
your content out to those that are most likely to link, become customers, and
spread the word.