Hey, yes it's very important to diversify your anchor text as you build more and more links to your website.
Here is how to go about it:
20-25% main KW
15-20% closely related KW
30% synonyms/niche related words.phrases
30% random text and URL links

Also when you create links, have you main KW in the anchor text on high PR quality pages you make/link to and use other anchor text for lower PR, lower quality pages. You will get the most benefit out of your links like that. (except blog commenting - never use your main KW or any other KWs when posting comments, use regular names (ex. Megan Fox) even on high PR blogs)

Hope that helps, let me know if you have any other questions

5% "click here"
5% "click now"
5% "visit my website"
5% "this website rox my sox"
10% naked url
15% main keyword
5% main lsi
5% secondary lsi
5% tertiary lsi
2.5% closely related keywords
2.5% closely unrelated keywords
2.5% keyword text
15.75% random text
1.5% nonrandom text
10% synonyms
5% antonyms
25.25% UTFSB

I'm sorry, I had to do that at least one time.

I think billhartzer.com will be helpful for you.

Easy.

30% exact match (e.g: weight loss)
30% partial match (e.g: weight loss in 2013, weight loss for women)
30% generic (e.g: click here to lose weight, learn more about weight loss here)
10% domain (e.g: www.weightloss2013.com)

Don't follow my example to the tee. Just mix it up.

If you want to rank your main keyword, example Make Money Online :rolleyes:

You should diversify your Main Keyword (i.e 20%), Related Keyword (i.e 50%) and Generic Keyword (i.e 30%)

Main Keyword (20%) - {Make Money online| Make Money Online}
Related Keyword (50%) - { money online|making money|how to make money| money online 101|make money online guider}
Generic Keyword (30%) - ( Click Here| Visit Here| HERE}

I use an excel file to control my keyword diversified. Feel free to watch the video below how I did that...