Yeah man, don't buy links, otherwise they might not be relevant to your website, and google will actually rank you WORSE! No SEO at all is sometimes better than bad SEO. As above, forum signatures are pretty good, because you can choose your anchor text, but directories are the way forward. Also, although they can be difficult to find, comment on blogs that are relevant to your website. Blog's provide quality links as they are often update with new content, and in SEO, content is KING!
Hope that helps you out a little bud.
It takes a looooong time to build thousands of backlinks, but keep working at it, and eventually you will get there. It's better to have 1 link on a high ranked, relevant page, than it is to have 100 irrelevant links on low ranked pages.
All the best
Spike
BossBuild
=)