Ask suppliers, friends, associations and clubs you are a member of and customers to link to your website. (these are called inbound links)
A ranking decision is based on the number of people who link to your website - eg if 50 people consider your site important enough to link to, then it must be more important than a site that has 30 links.
Google also cares how many people link to the sites that link to you, and so on. Google also cares about the ranking or value of those incoming links. eg a link to you from a reputable website in a similar industry, is going to be much more valuable to you, than a directory of links about all sorts of topics
Don't trick search engines with cheap link programmes, they will mark you down for that.
The best way to get valuable links is to do the hard work. Contact all your friends, suppliers, customers who have websites and get them to link to your website. Do the same for them. The most valuable links will come from your suppliers and retailers, and other websites of interest to your industry sector.
When asking for incoming links to your website, (or when linking internal pages), make sure the link text (the underlined text) contains your keyphrase. Google takes significant note of the underlined text in links.
An example of good link text: "Hamilton Information". Then search engines will know exactly what the webpage at the other end of the link will be about. After all, the underlined text tends to be a very succinct summary of what you might find there.
Here is an example of bad link text: "For more information about Hamilton, click here". To a search engine, this is a website about "click here" rather than "Hamilton information".
Are there a ways of finding out who has linked to your site? Yes, for instance if you Google link: then the URL of your page (with no space between the link: and the URL) you will be returned a list of inbound links
Never link (outbound) to more than 50 webpages from any one webpage. This will decrease the value of your site, and instead tell google that the best results are more likely to be found on the sites that you link to. It is best to keep 1 dedicated "links" page to link back to your friends sites.
Join some popular online forums of interest to your industry sector and discuss topics intelligently, always including your URL in the footer of your email. Do not spam a forum with obvious advertising. People aren't stupid, and will skip your message if you do this. You can find thousands of popular usenet newsgroups here; http://groups.google.com.