Sure man, here are all types of links you can make:

Blog commenting
Article submissions
Web 2.0 submissions
Wiki links
Social bookmarking
RSS submissions
Video submissions
Audio submissions
Picture submissions
Press releases links
Document sharing sites links
Directory submissions
Forum profiles
Forum signature links
Social Networking profiles
Blog network links
Internal links
Statistic sites links
Guest posting
Question/answer sites links
Paid links
Software submissions

These are types/ways to get backlinks to your site.
I think that's about it, these are the main ones I think

There are many sites to build backlinks, as per your request; here are few examples -
Web 2.0 - wordpress.com, tumblr.com
Bookmark - stumbleupon.com
Q/A - answers.yahoo.com
....
..and many more. Just search this forum you will get the complete information.

For building backlinks, try searching in Google -> discussion

put relevant keywords, you would get lots of discussion places in the same niche, try commenting there, if you find that you are allowed to put link, you can put link, if you allowed to put image, you can put that, if you are allowed to put just link which is not active, you can put...... if you are not allowed to put link, you can mention your site name like abcdef dot com etc. This way you can build brand name as well.

Same way search blogs

Google -> (in more option) select blog/video/books etc..

Forums, directory submission, article submission sites are allowed to place the backlinks of website.

There is different link building techniques available - Blog commenting, Forum Posting and Signature, Most effective link building is creating bunch of Web 2.0's and linking to your money site and link back to next web 2.0's

You want a SAMPLE ? Here's an EXAMPLE.

Friends :: The Fitnessista

You see this girl? She has LINKS that call it her "friends". Well those LINKS are pointing to their website. Basically they have a backlink coming from fitnessita.