An excellent article that reviews the things we've been talking about can be found here -

http://www.marketposition.com/mp-1204.htm#ONE

One note when you get the part that talks about links to get first - you can also use those directories as a good starting off point to gather links.

Gather sites that are in similar categories as your site.
Then go to the sites / review their links page and gather some more.

It's usually much easier to gather numerous sites before actually contacting them.
When you gather the site information make sure to get -

URL-
Site Name-
Page rank -
How to link -
Contact Information -

Tomorrow we'll talk some about the contact process.

Tim