At the Web Build Pages blog, Jen writes about how link building is like picking up women. She explains the parallels:
* The opening line is everything -- not much else needs to be said.
* That the right circumstance are also crucial (you need finesse) -- women who are surrounded by friends are harder to get than women who are alone. You need to find the sites that are small and accessible.
* Insecurity helps you go further: By showing that you're not interested, you are piquing interest in the other party. If you let them know that they "forgot" your link, you're exploiting a vulnerability.
* You need to prepare for rejection. Not all sites will give into the request.
And as MikeDammann says, that's why nofollows are like condoms.
Forum discussion continues at Sphinn.