Here are some Link building strategies that can be used:

# Submit your site to Web Directories.
# Submit Press Releases to PR sites
# Reciprocal Links with Similar Websites.
# Create Squidoo Lenses
# Article Submissions
# Create Social Media Profiles
# Social Bookmarking
# Create a Tool, Theme or Widget
# Comment on Other Blogs
# Guest posting on other blogs

This list is by no means comprehensive but are just some of the off-site methods I use to build links for very new websites.