Where to Find Links

Social media spaces are not the only place to go to build linking relationships. A little leg work may be in order. There are a few places you can perform research that give you a goldmine of information and sites to connect with that could become good link partners.

Directories
Web directories such as Yahoo, Best of the Web, Business.com and others are a great place to start. Directories provide lists of websites in similar and related categories to what you offer. Look through these categories to find websites that might benefit to providing a link to your site.
Typically, you'll want to avoid the sites in the same category as your own as they'll likely be competitors. Instead, find those that compliment your offerings and who's audiences will be benefited by such a link.

Blogs
It's relatively easy to find blogs that write content on your subject. These blogs offer a great way to build relationships and get some links. Start by commenting on blog posts, adding your own insight and commentary. Don't drop links in your comments. Return and comment frequently, getting to know the poster and the other commenters.
As you continue to provide good feedback those reading the comments will begin to recognize your name and follow the link in your name back to your website. This might follow with a "natural" link to you.
You can also seek out guest-posting opportunities, once you have established yourself as being knowledgeable on the topic. These blog posts generally come with a bio that you can use to link back to your site or blog.
Log Files
Looking through your server logs can give you a wealth of information on the people who come and visit you. One of things you can look for is what websites people used to find you. Use this to find the websites that drive the most traffic and pursue similar websites for linking opportunities.

Search Engines
And finally, the most obvious way to find links, search engines. Use the engines to perform keyword searches using words that indicate willingness to link out. Words like directory, submit link, add link, and others help you quickly find sites looking to add your site to their list of important resources.
You can also uses search engines simply to find sites in related industries, much like you found sites in the directories. These results will provide additional sites not previously found that may make good opportunities to build relationships.
Links are one of the most crucial aspects to successful SEO but there isn't one-way to do it right. There are a lot of avenues that can be explored and a lot of linking opportunities waiting to be discovered.

Putting it all together
SEO isn't especially difficult to do, but it does take time and enough knowledge to help you get started down the path to learn as you go. Many small businesses will try to save money by doing SEO on their own and they can be successful to a point, so long as they have the time needed to not only gain the knowledge but to implement it as well.
This series covered only the most basic aspects of SEO but should be enough to give you a good shove in the right direction.