Well, this seems like a tough question. While you can put your link into link directories and put a return-link to them, those aren't highly valued by search engines. It's a backlink, but not one of the coveted ones.
You could put your link blog comments, but unless it's relevant and has real meaning/input, there's nothing to gain. Almost a negative gain really.
So what you really want is a quality site to give you a backlink. When it's a related-topic website, it's even better, as those readers have a predisposition to want to read what you have to say.
So, what is the #1 way to get quality and targeted backlinks?
#1 Write quality articles.
It's that easy on the first way. You submit the articles to article directories, and in turn readers may find it via search engines, ezine publishers and website owners can use that great free content, a benefit to them and you, being that you get a backlink in the resource section to your own website. This gives you laser-targeted visitors. It is time-proven, and still works great today.
Are there any other easy ways to get backlinks?
#2 QUALITY Link exchanges
This one is extremely handy for the busy webmaster (which is pretty much all). There are many link exchanges out there to choose from. Be sure to chose a quality one and not one of the spam versions. If they promise to give you thousands of links overnight, steer clear. The guys at Google can see this blindfolded which is no good for your website. Be sure every exchange is expressly agreed to and you're in good shape, so it is in reality just an exchange aid and perfectly fine by search engines.
#3 Forum signatures
This is a great one. If you're already active in forums, just add a link to your site in your signature. This puts your link out there, but not in anybody's face. The search engines also see fresh incoming backlinks to your website, a definite perk.
#4 Provide quality content
This is a great and on-going one. Just provide good content that other webmasters feel would be a great read for their readers, and you'll gain natural backlinks. This is exactly what search engines like Google would ideally like to see, as it is backlinks just for user benefit with no intentional motives on the search engine front.
As you can see, there are many ways to get quality coveted backlinks, and the above are just a few examples. Don't try to do it all overnight. Instead, keep it in your mind and plug away at it consistently, and provide a quality website, and success is sure to follow.