Alexa ranking completely depend on your web site traffic. I won't tell you crap tips to increase alexa rank like "install alexa toolbar", "Set your website as homepage on your home and office system" etc.

Content is king for good traffic. Write quality and unique content on your website and keep your web site updated.

In order to increase your Alexa rank, you should work only on driving as much traffic as possible to your web sie.

Always submit your web site pages to  social bookmarking sites like Digg, StumbleUpon, Delicious, Technorati etc.

Participate in relevant forums and use your website link as signature.

The most common ways to build links are:

1. Writing a unique and interesting content so that people like your site and will give backlinks, and submit to Social Bookmark Sites like digg.com etc.
2.  Article submissions
3. Directory submissions
4. Forum signatures, placing your website url as signature at various forums.
5. Social bookmarking : Submit your site to social bookmarking site like Digg.com , del.icio.us etc.
6. Link exchanges:: Do link exchange with other sites.
   

All webmasters are busy in making backlinks for websites. We all know Google search engine works on backlinks. More backlinks, good pagerank, and good traffic to your websites.

So, what are methods to build backlinks for websites. Let us discuss few best and easy methods to build backlinks.

1) Forum Posting:

Forum posting is best , easy, and free way to build websites backlinks. Just join any forum with same niche, and put your website link in signature.

2) Blog comments:

Visit blogs with same niche as post comments. This is also very good and free method.

3) Blog post/ review

Buy blog post/ review from high page and good traffic website. This is very effective.

Read here

The new and best way to build backlinks is blog post or you may say review on theirs site/ blog. People are buying blog post/ review on other popular and high pagerank sites to build backlinks.

Even this is Turing out to be a good mode of making money. Few webmasters have made chain of blogs and sites of different niche. And now they sell blog post on all blog. Thus the publishers also get good number of backlinks and that too at good price.

There are lots of benefits of blog post.

First thing:

All blog post are written positive for the website. So, this put good impression on the readers. And thus can boost your sales and traffic.