One of the accepted ways of establishing links is to comment in other people's blogs. For the most part these links are not effective as any blog worth its salt will no follow comment links. Also, these links have to be on Google's radar in their quest to ensure the SERPs are relevent.
However, if you are determined to use this as part of your link building strategy make sure your posts add some value and show your site in a good light.
This blog receives the attentions of blog spammers every day. One recent example was, "Awesome site! Design is great! Would you please also visit my site?" this was enhanced with a link to a breast enlargement website.
So an SEO blog being spammed by a breast enlargement website. Even if I was looking for such appendages I wouldn't expect to find links on a blog about SEO. These guys might be good at their work but in my book they are simply spammers. I'll be looking for my physical enhancements elsewhere.