Search Engines - Reciprocal Links Exchange
1) TARGETED LINKS If you exchange links with websites that are related to the topics covered in yours (highly recommended) then visitors that click on your links will be targeted. They will already be interested in the site that you exchanged links with and so will be looking for more information on the topic.
Notice I said 'simple concept' not 'simple process'. It is a lot of work to find sites that have a similar audience as yours, then search their site to see if they even offer free links to other sites, and then find contact information to ask them to link to you.