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Brian, you've got a good point. But, you're still building links to something, hence the content comes first claim. You can't link to nothing, or rather, it won't do any good.
Again, I'm after links, but I'm after links to my content (product, short story, photograph, whatever you want to call it), so I write an article that gets syndicated to a dozen sites. The article took me 20 minutes and with one submission to a newsgroup I've got 12 incoming links. I submit it again to a website that syndicates articles and now I've got another 10-20. And this is just the first time I submit it. Over time more users will syndicate this article and my total time expended is about an hour. With Google's preference towards authority pages, just getting general links isn't going to help quite as much as it used to. So topical links matter more. Linking to your "product x" page from your unrelated y" page won't do as much good as linking from a page that is directly about your product. I concentrate on getting links from sites on my topic and the easy way to do this is through having content already on the topic and syndicating free articles.
As Jerry pointed out, you don't just build a content site and wait for links. They will come, but too slowly to really help. But instead you build a quaility site and people will be more inclinded to link to it, naturally, and when asked.
Again, I am not debating the fact that links are paramount to getting good SE results. I'm just saying people won't link to "nothing", at least not without some serious bribery. People are on the web looking for something. A product, research, pictures, movies, music - content. They aren't searching for links. Links drive the traffic, but the end result is the destination and consumption of content. You go to the movies because you saw a nice trailer for it, but is the trailer more important than the movie? No, but it is very important to the success of the movie.
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