Are you wanting one-way links, or reciprocal links? Either one is fine, but one-way are better for rankings and harder to come by. I would suggest directory listings for one way links. If you are doing "link exchanges" you can easily go to

and type "add url 'your niche'" and it will pull up high page ranks that are related to your niche and are open to link exchanges. Another keyord is "link exchange 'your niche'", "add site 'your niche'" etc...
Get the picture? You can then submit and if you follow their directions, you will get great results. This avoids having to spam webmasters.