Hopefully you know all the basic methods of what works and what doesn't. Link farms are bad, reciprocal linking has lost it's value, and worthless links from non relevant sites do you no good at all. If you haven't heard all that before, go to Google and search for link building 101 and read the Search Engine Watch article.
After you know the basics, you'll realize that you'll never gain any inbound links in significant numbers unless you have something of value to offer. Do you have articles? Can you educate your consumer? If not, then what else can you put on your website that will attract inbound links? what other gimmick or useful reason is there for someone to point their web visitors your way?
If you're a contractor, how about assembling a resource center for your potential clients? Where exactly should they file their building permits and how? Where should they go to complain about a bad contractor? Got links, phone numbers and addresses for all of the city and state offices they could possibly need? Who has the best prices in town (or shortest waits for service) on lumber and other home supplies? Make a good one, promote it on Craigs list and in forums, and local sites will mention and link to you.
If you're a real estate or mortgage broker, then mortgage calculators and easy home locators have long been tools that any decent site should have, but what if you're in a more unique business? It just requires some thought...perhaps a survey of existing customers would help. look at competing websites and see what they're doing. Don't steal their ideas... do something better!
What other tools can help your clients more easily find what they're looking for? Another resource center perhaps, for new home owners? A downloadable change of address kit, or information about all of the utility and service companies for your city or town?
A bookeeper might have developed their own spread sheet for calculating their customers profit and loss for a business. A carpet store might have a square footage calculator that saves to one list for all the different rooms in your home. A plumber might have tips about what drains go where in your home, and pictures of what @#$%! fittings go with what parts . (that's something I could have used recently).
To become a top search result for any subject, you have to become the foremost authority on that subject. Be creative, give people something of value, and when they like it, you'll get something in return...inbound links.