Hello Aidan, welcome to SEOMoz.
As with all link building, keep it natural. Avoid link pages.
Only link to relevant websites within your niche. When you do, it's best to mention them within a blog post or similar. I'd avoid sidebars and footers.
Google will only have an issue, if it appears that you're trying to be manipulative. I personally also link with brand name, rather than targeting keywords.
Hope that helps.