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I think browsing the DMOZ directory can help you find those thematic sites you are looking. Moreover, when I am searching for sites or blog posts relevant to my site, I use "keyword" with Yahoo search engine and intitle:"keyword" inurl:"keyword" with Google.

Link building is a paramount component of any SEO campaign. It is an exercise where webmasters put their efforts to get good quality inbound links to a website. When two equally competent websites compete for a particular niche, link building process comes into picture. In such competition, some people focus only on quantity and ignore the quality aspect. They just try to obtain links from any website that is willing to give the links. For example: take an trucks website and you are getting links from travel websites, will not give a good PR. As a result, the entire approach become counter-productive as search engines do not like this process and make their ranking algorithm more rigid. Therefore, it is very important to focus on developing thematic link building campaign as part of the SEO efforts for your website.