A lot of tips are seen. However I want to add few more:
1) Choice an anchor text that related to the link
2) customize your link in short and with meaningful word so that people can remind it.
3) - or_ in you link structure,  because I think the don't keep much value for Search engine
4) build you inbound link to related page so that you get weighted traffic.
More..........
http://www.techyv.com/questions/how-can-i-create-back-links