Contact with the webmaster. You can find their contact address in "About us" or "Contact Us" page. I recommend you to visit both the pages. Because many websites have different email address for different purpose.
Focus on backlinks from web2.0 sites, artciles, pr,blogs etc
After Google Penguin and Panda update as per my opinion Link Exchange is not useful because when other sites link appear in your site and blog if those sites are not related to your page Google will be penalize you! and its harmful for your website visibility. More ever link exchange is black hat SEO technique.
Yes, exchanging links simply in order to boost your SEO can affect your website ranking pretty much. However, you can avoid such consequences by keeping the amount of two way links at 10% or less.
Exchange of link between two sites is called link exchange. It is also effective to increase our business because now your site can also available on other site only one click away.
1. Understand your website's goal. 2. Find relevant websites who have much traffic. 3. Contact with the webmaster. You can find their contact address in "About us" or "Contact Us" page. I recommend you to visit both the pages. Because many websites have different email address for different purpose. 4. Tell the webmaster/website that you want to place their link on your website's page and ask them for doing same for your link. 5. If they agree with your terms, place their link in your site. And check them also for your link! 6. You have successfully exchanged your link.
Link exchange is good and effective way of search engine it is helps to increase ranking and traffic also but links should be relevant and good PR for more benifit.