Link Building gives the best SEO results because it's the hardest part
A link either points to a page in your own website or a page in another website. Many links throughout your own website are needed but don't over do it or it will look like spam and search engines will treat it like spam. When links became popular years ago people would just add thousands of links to each page in order to rank but the search engines quickly caught on.
The first way is to simply ask another website owner to link to your website. If they like your site or web design they might be willing to do it for free. They may want to charge you these days because people are realizing how much it's worth to be at the top of search engines.
Another way is to ask to trade links, meaning you link to them on your website and they link back to yours. Of course that's not worth as much because search engines also understand a traded link vs. a one way link.
You should also consider writing articles or writing press releases and posting them to online directories. This gives you a link on each directory and other website and blog owners may attach that article to their website for added content which also gives you a link.
Creating Visits includes many well written articles each month in our SEO packages in order to increase the amount of links to your website.