Getting links to you new blog, these are links on other sites that lead to your blog and knowing where to get them will get you indexed faster and easier by Google. Where possible I would suggest adding your anchor text for your link.
This post will be about places where you don't need to continue going to once you have added your links, this process can continue indefinitely because of the amount of similar places where you can submit your links. You may not receive great traffic directly from any of the types of sites mentioned, but you'll be loved by Google a little more.
Good to have a stats service on your blog so you know what works, Statcounter and Sitemeter are pretty good.
Blog Directories - There are probably thousands of these out there, you can submit a link to your blog on the vast majority of them. I have never received much traffic from any of them apart from a few of the good ones, but that was minimal. I don't submit my new blogs to directories anymore because the process is so boring and the benefits? well I have never really seen any, apart from backlinks. Here's a big list of Blog Directories, I dare ya to try and submit your blog to all of them in one sitting. I can't even do a few a day, it depresses me.
Profile Pages - Places with profile pages may include forums, services, social networks, sites and loads of other places, a lot of the time you'll be able to add a link to your blog in a profile. Most sites that have profiles have better benefits than just the profile, especially if you intend to continue using what you signed up for, but more on that in a future post.
Online Guestbooks - Just do a search on Google for "guestbook" and any keywords you are using, you'd be amazed at some of the guest books that have mega PR. Most have the option of leaving your link along with your comment.
Adding links to related websites - Usually proper sites, not blogs. Just do a search on Google for "add you site", "submit site", "add link" and many variations along with keywords you may be using. This will probably bring up results of pages that will let you submit your link, usually to a link page on the site. Some may ask for a reciprocal link in exchange. I think this is the most beneficial option because of the sites that you will be submitting to are usually very well established, proper websites
Reciprocal links trades - This is where you make deals with other bloggers/sites to exchange links, most of the time trades go along the lines of similarly ranked blogs.
Random sites - Whenever I come across a site that I can drop my link, I'll usually do it.
Referral exchanges - These are services that many sites use, you link to them and they track how many visitors you send them, if you send them enough you could get promoted to their top referrers list on the main page. Even if you can't send them enough traffic to get on the top list they usually have a separate page where your site will be listed, in some cases even if you only manage to send one hit. The services vary a lot, each with different rules and reset times along with different types of backlinks, some redirect some are hard links and a lot of these link pages have high PR.
Paying for adds or links - I don't have any experience with this as I am a make money for free blogger, but I would imagine that if you had the cash and knew where to buy from, you could probably get some really good traffic.
So that's some basic link building techniques, I've probably forgotten a few. This process can continue on forever and you can probably build up a lot of backlinks from hundreds or even thousands of individual sites, this provides for great basic grounding for a blog. The only problem is that it is so dang boring to do.
My next Traffic Pulling Tips post will be about finding places where you can participate in on a regular basis that will provide for more traffic than what has been mentioned in this post, plus backlinks.