Exactly what Chris said check out this article - http://moz.com/blog/beginners-guide-to-link-building Content is key with SEO so make sure the content is relevant on the blog which you are placing the link on.
Do not use any pay $50 dollars for x amount of links etc as these may give you a slight boost short term but will affect you in the long term.
They add links to comments of blogs with all different topics and content so they are not trusted and have low page ranks.
It's worth checking out the MOZ toolbar for chrome because you can see the domain and page authority when browsing websites. This can be downloaded from here - https://chrome.google.com/webstore/detail/mozbar/eakacpaijcpapndcfffdgphdiccmpknp?hl=en