Forum posting and blog commenting is a best way for link building. By this method, you instantly get backlink. Link exchange is also method but after google algorythem update, those link are not benificial to our site.
Well, most of the link building strategies has been cut off by the Google nothing much is left in link building than participating in the forums, yahoo answers, and do one thing create a subdomain in your site i.e. xyz.com/blog and post you work on that blog now what you need to do is share it among the Social media try to make that post viral by posting it over the facebook, twitter, linkedin,stumbleupon etc.... In this way you are going to get strong backlink and can drain out all the link juice out of it and this will also help you in improving your Alexa as well as the SERP ranking.