Originally Posted by Sly

If you don't have the money to buy, try:
trading
offering work in exchange for links
creating text articles in exchange for links (check out the Buy & Sell forum, quite a few)
directories
creating feeder sites/blogs on your own domains or free sites, then do the first 4 steps with the feeder site

Don't allow lack of cash to prevent you from building the links that you need, be resourceful and think of what else you have to offer.