The best way to improve your search engine ranking is for lots of people to visit your website and like it so much that the advertise your website on their website ( ie they create a back link for you. ) reciprocal links are also good, but you need as many one way links to your website as possible.
To improve search engine rankings is to make people visit your site and create like it so much that create link on their site. Reciprocal links are also good but in this case your site will be stuffed with lot of unnecessary links.
Directory submission is also a good technique to get backlinks as search engine often crawl directory listings. Paid directory submission is good option but very costly if you do not have enough budget you can use list which I will provide you for free directory submission
You can create links through web 2.0 sites list of fourms etc