I usually do the following techniques:
- article submissions
- blog commenting
- classified ads
- directory submissions (make sure to submit your URL to the right category)
- forum posting (link signature)
- link exchange (exchange links on relevant sites with high PR )
- press release
- online groups
- social media and networking (networking sites like twiiter, facebook, myspace, hi5 )
- social bookmarking (like digg, delicious, reddit )