Found an interesting web page about how tdavid improved his alexa ranking just by installing the alexa toolbar and visiting his own site to enter into the top 100,000:
http://www.makeyougohmm.com/20040224/571/
would be interesting to hear if others were able to do the same.
getting a t3report on a domain and seeing the linking relationships, and cross-referencing domains of interest with other data like alexa, can give alot of insight into a site's traffic.
http://www.t3report.com/adult
Fight the Toolbars!