Don't waste time surfing endlessly for nice sites with good traffic (you can check at Alexa) and a similar theme. In my experience, the response rates to friendly, individualized e-mails requesting a link exchange is almost zero. On the other hand, maybe you schmooze better than I do.
This last point is just personal experience. Maybe if you show them how it could be mutually beneficial with the engines, and if and if and if... who knows? But somehow, I think your time is better spent elsewhere.
However... while I would not specifically set aside time to look for such sites, I would e-mail them as I discovered them in the course of doing other, more productive work. Not much to lose that way.
4) If you have several domains on related topics, don't forget to interlink them all!
5) What's a definite not to do? Do not do the FFAs. If you don't know that FFA stands for Free-For-All linking sites, then you're better off!
One more thing... remember that links go both ways. Create a links page that sends links out to terrific, non-competing, high-traffic (verify with Alexa) Web sites. The best way is to reciprocate on your incoming links (above)...
1) theme-specific sections of the major directories,
2) theme-specific minor directories ("theme hubs")
3) theme-related, non-competing, sites (as you happen to discover them - don't spend time searching just for this).
4) links to your other domains on related topics. Why do this?
Linkage counts both ways with the engines, INcoming and OUTgoing. Remember to code your HTML so that you open a new window with these links, so you don't lose anyone who links out (your page will be there, underneath, when the other window is closed). If your outgoing "linkees" have affiliate programs, even better!
Yes, Site Build It! even allows you to do this as you create your pages. No worries about the HTML. It does it for you. If, for some reason, you don't want to open a new window, that's OK -- you have the choice.
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