1. Understand your own site before you do ANYTHING. Why would somebody want to link to your site?
2. Find out who is already linking to you, if anyone. Go to Google and type in link:domainname.com and then research these guys. Who else do they link to? (Your competition) and what keywords, anchor texts do they use?
3. Now figure out your strategy:. Find out who is linking to your competitors, who these people are and who are linking back to them. Take a look at www.backlinkwatch.com this could help.
4. Now go through your lists, your competitors, your link opportunities, who is already linking to websites like yours, who else are they linking to.
5. Research keywords. If you are selling your own artwork, you’ll need to get links from galleries etc with a high page rank, traffic etc. Remember to think like your customer not you! Use Google AdWords Keyword Tool to help you on this.
Now implement you link building plan. You are aware of your own site, goals, keywords competitors, links and back links, here comes the opportunities. Spend an hour a day making link building. Go to the website you want links from. Get in contact with them and make it impossible for them not to link to you.
For example; Send them an article, a guest post, a press release, offer a service, networking opportunities etc. Give yourself a month and you will see it is worth it!