The New linking!
Write articles for newsletters. Actually this isn't that new but it is becoming an increasingly important way to get sites to link to you without the use of the soon-to-be-obsolete link page.
The first thing you will need to do is write an article. Be sure to involve keywords you are optimising your pages for. A perfect example would have been the story about the gentleman from the UK who bet his life savings on one bet of roulette. Fill the story, and HTML, with your keywords. Consider what someone who saw the story on MSN news would type to search for more information and fill your story with these words. The title could read something like "Ashley Revell - British Bettor Bets all on Bouncing Roulette Ball". The advantage of a story like this is the search terms are really up for grabs when it comes to the search engines. You can grab a number one search result spot right away for the keywords "Ashley Revell" if you can get your page indexed quickly. Your number one position may not last long but you will have been number one during the busiest time for these keyword searches.
-Send Your Own Newsletter
Now, ideally you should first put your article in your own newsletter and send that out to your email list. Interesting stories can be very effective to make people want to read your newsletters. The SEO comes when you archive your newsletter on your site. People have reported being amazed at the increases in traffic from Google searches of their newsletter-archive pages. Content really does produce traffic.
-Get Others to Send Your Article.
You now want to offer your story to others who also have newsletters. I can tell you from experience that free, good content is always welcome. It beats writing your own stuff all the time, trust me. The very best is to find someone who archives the old newsletters and there you have your first link back to your site because you have included your URL in your signature. You also have the readership of this other person's email list who will no doubt want to see first hand what brilliant mind (or raving lunatic) wrote this article and will therefore click on your link. Finally you can do the old "To Get the Full Story…" trick with a link back to your page with your full story and your other articles.