1. Build a good content rich web site.
2. Get links from high
PR web sites.
3. Get links from different IP addresses web sites.
4. Get links from directories and non directories.
5. Get links to home page and inner pages of the web site.
6. submit articles to article directories with your link on bottom of the article,
Optimize article for a keyword and submit.
7. Participate in blogs and forums and submit your link.
8. Try to get permanent links as much as possible.
9. Find authority web site in your niche and submit your site.
10. Find a less competitive keyword for the resent listing, which you can rank easily.
11. Look for the high Competitive Keywords in the long time Optimization Only.
Find few seo tools like seo elite or Google tools and Yahoo tools to ease up of analyzing competition and all.