Several types I saw mentioned are profile links, Web 2.0 (WordPress.com (the one with free hosting included), Blogger, Tumblr etc.), do-follow blog comments, do-follow forum signatures, high quality directories (meaning probably high on two or more SEO metrics), press releases, site reviews, guest blogging, sharing lists on social media.
Any other ideas?
Of course, one sure way to copy the winners is by spying on their backlinks (I'd recommend Ahrefs or maybe SEM Rush). It's ethical and legal.
One of the best ways to do link building or backlinking is to submit submit your link to high authority website in your niche. With this search engine will be able to index and rank your website with good traffic. Other ways to do this is to use email listing and social media presence. Others ways again is to use forum link building.