I think what Max is asking (and correct me if I'm wrong, Max) is have you e-mailed other people with sites like yours and requested some kind of link exchange? You put a link on your site to them and vice versa.
But the key to that is not just creating a "Links" page where you list all your partners. Search engines are ignoring those because they know people are just using those link swap pages to inflate their # of backlinks.
You need to build contextual link swaps. For example, on my fitness site I have an article about getting six pack abs. Another webmaster who has a site similar to mine asked for a link swap? So instead of just adding him to a long list of links on a page, I incorporated the link to his site within a relevant article on my site.
The search engines look more favorably at those kind of link swaps than the pages on your site with 100's of links to other partner sites. It's a lot of work finding these people but 5 or 6 really good link swaps can really help your overall positioning in the SERPS provided you're doing this along with other strategies we've mentioned in this thread.
Now as your site starts getting traffic and you show a Page Rank of at least a 3 or 4, you can start being more selective about who you exchange links with. For example I never exchange links with anyone less than a PR 4. But if your site is new obviously you can't be that selective in the beginning. You need to start somewhere.
So I woud go to Yahoo Directory and drill down to the category that best fits your site. Start reviewing some of the sites listed there and see if they are willing to do some kind of link exchange with you. And actually suggest a page where you think your link will fit and vice versa. If you're proactive and make it look like you really read their site, you'll get a higher response rate.
And more importantly make sure that when you send them the text that goes on their site (your site description), use keywords that you are targeting. So for your PHP tutorial site, you would want the linked title to be something like "PHP Tutorial Site". The search engines look at how people are linking to you to help determine how you rank for certain keywords. That's so very important.
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