If you have a "destination" site i.e. one with unique content, useful tools etc. then there are plenty of opportunities to build up incoming links.

My new site (launched today) explains the process of finding appropriate link partners and soliciting links. It also includes a "directory of directories" drawn from my private link collection built up over the last 9 years, listing over 500 niche directories that accept outside submissions.

http://www.incominglinks.com/