So many answers to this question... let me focus on one that many people forget...
Become a thought leader (to build links). Start an amazing blog in your industry that addresses industry topics and pain points. Make it so good that even your competitors can't help but link to you to talk about what you are saying.
Then network network network. Give back by talking about what other thought leaders are posting. Join the conversation in your niche. Be a team player
The links you earn through this process will be authoritative, powerful and organic. It starts with thought leadership and "giving back." Then don't be afraid to ask for links, but don't ask for a "link." Ask if your new friends wouldn't mind sharing your awesome content.