Link building is a huge part in SEO. Google consider it as a vote for your site more links you have on reputable sites the more link juice your site receives, the better is your ranking on search engines.
So you ask what are the ways for us to get links? There are a lot of ways to gain links, link exchange, forum and comments posting, article submission sites, guest posting etc. My favorite is guest posting to relevant sites or blogs.
Be careful also on asking link to spam sites or blogs that have a lot of links and don't have any relevant postings or add value to anything Google will downgrade links that are connected to it. Also avoid link farms.
