Originally Posted by shabbir
Why do you do the link exchange. Its not necessary. Just build the content and links will come automatically.

Secondly as suggested never do link exchange with SEX, adult sites and only reason I see behind avoiding such links is that they are not targeted. If your site is also in the same line or else its just waste of time according to me.
Far as targeting, I agree: Trade links with sites similar to yours.
Which is all dandy if your site is about a specific subject but there are a lot of general, miscellaneous sites out there contain or cover more than one subject.
My site is a general site and contains porn. No, it isn't what the site is about as 90% of the content is not porn at ALL, but trading with other porn or generally some porn sites is definitely beneficial for me and my site.

Targeting? Well undoubtedly if I trade links with a porn site, ALL their traffic heads straight to the section of my site which contains the porn. Same thing goes when I trade links with a car site - The traffic heads straight for the section which contains car-related content.

Now the ONLY problems with sex sites are:
1) There are junk sex sites where if you trade links, you'll get the short end of the stick. However, this is the case with any type / category of site, you still have to review them, just because they're xxx doesn't mean they get a TON of traffic. Also you can trade with a spammer and this is VERY common with some porn sites and then you will lose ranking.
2) It will double your traffic and it comes in short, strong bursts. Also the traffic has a wicked feel to it. You will likely question yourself whether this is really what you wanted on your site. I got a hint: Don't trade with child pornographers or you'll really get the wrong traffic on your site. Far as regular porn, most (all) men masturbate, what else is new?
3) It comes and goes fast, very short time spent on your site.
4) Likely, it is veteran traffic and in addition to the wickedness you can feel the salt as most these people have been ripped off before and don't fall for no stupid tricks. In some ways it's also the best traffic in the world because if you can SELL something to veteran porn surfers, then you can sell your stuff to anyone.