I agree with Randy on this one. The best way to create links for your site is to have a piece of content that others will want to link to. It's more of a long term strategy because it's going to take some time for people to discover the page itself in order to link to it. If it's good and provides value to the readers, it will eventually be linked to. You do have to work at getting your site noticed though.
I think writing articles for other sites and
blogs can be an effective way to get links to your site, but the BEST way would be to write excellent content and post it on your site.
Mark