A link is a link is a link, but without the simplest form you aren’t going to do well in search engines. The more links you have the more often you are going to be crawled. It is also important to make sure that you have the proper anchor text for your incoming links. The easiest way to gain quality links from other sites is to link to sites to let them know your site is there and hope for a reciprocal link. It is also important to make sure that you have content that is worth linking to on your site.