I have tried everything, well a lot of things. I have been running a site,
www.hiosilver.com , for 4 years.
1. You have to pay attention to search engines. You will learn more by doing your own placement/optimization. Join some mailing lists for ezines for do-it-yourself search engine placement. But don't spend too much time on this. And don't hold your breath. This takes time unless you know what you are doing or are willing to pay someone who does.
2. PPC (pay per click) Search Engines. This is the most cost-effective way to get started. I have been using Overture for years. It is a way to get on the map. I suggest you check out less expensive ones, unless you really want a lot of traffic fast and are willing to pay. Otherwise, try Roar.com or FindWhat.com. There are others.
3. Find people with names that generate traffic. For example, I own C45.com . I would imagine that type-ins on that name are weapons related. You could buy such names or simply offer to buy the traffic, if the names are not being actively used. For example, I have OxygenWater.com, SportsWater.com, HealthWater.com, hydrate.net & hydrate.com all pointing at my site, hiosilver.com. There is a service you can use to purchase such traffic. I am using one and will look it up and post again.
Forget the "5,000 Search Engine and Free Links", as those will contaminate your email with spam. They are worse than worthless.
Forget banner exchange -- a total waste of time considering that click-thru-ratios are so low on banners that you gain nothing.
Do not buy banner advertising unless it is at a super relevant and targeted site. And, then you need to look at your click-thru ratio to see if whatever you pay per cpm makes it worthwhile:
ppc = cpm/1000/ctr e.g. cpm = $5 ctr = 1% ppc=$.50
That is expensive, as in many categories, you can get good placement for less than $.50 even at Overture. The above means you would need to place a very high value on the clicks or you would need a better ctr (banners typically yield low ctr) or a lower cpm. DNF, for example, is great for companies like DomainSponsor and Fabulous, that are in the domain biz. DNF banners would be a waste of money for your site.