Google's John Mueller said in a Google Webmaster Help thread:
I realize encouraging users to make natural links & recommendations is not always easy, depending the market you're in, but those are really what our algorithms are looking for. On the other hand, links that are just bought, sold, traded, or even placed yourself, are not really the kind of recommendation that our algorithms would use when evaluating your site.
This goes along well with Sullivan's link rant but it also goes to the point that Danny made. Danny wants Googlers to try to build natural links to their sites, to sites they personally create offering to sell shoes or something. He wants them to truly understand how hard it is.
That being said, it is not about link building that "looks" natural but your links really have to be natural. If not, Google might not count it and even worse, it might be used against you.
Forum discussion at Google Webmaster Help.
Image credit to BigStockPhoto for natural image