A WebmasterWorld member was desperate for improved rankings, so he bought links. As a result, his rankings tanked and he was wondering if there's a better way to buy build links.
Really, if you're trying to buy links, the recommendation is to avoid using brokers. Go directly to webmasters and ask them if they can place a link on the site where it appears naturally (not in the navigation, for example). Additionally, go for quality over quantity. As pageoneresults says, "[t]en (10) high quality links will typically trump a hundred (100) low quality links."
The best ways to build links is slowly and methodically, he adds. You don't want to add a bunch of inbound links immediately because it can raise red flags.
On a related note, Jim Boykin suggests that you build links by focusing on the right text by having the right content on targeted pages. Don't necessarily link to your homepage; build links to the appropriate internal pages instead.
Forum discussion continues at WebmasterWorld and Sphinn.
