1. Forum Posting: - Forum is a way to discuss anything online. It is great way to create back links to your site including in signature or in post content. You can search some relevant forums by Google and registered at them and active yourself in discussion to get more traffic also to your site.
2. Blog Commenting: - Blog Commenting is another good method to build back links from relevant blog you can easily target your keyword in anchor text.
3. Social Bookmarking: - Social Bookmarking is a way to store bookmark or content at bookmarking sites. Always choose proper category to get effective result.
Many methods are available of build back links but according to my own experience these three are more effective than others what you say?