The key to good marketing is to understand your customer, but that gets more difficult I think on the Internet. True advertising on other forums and linking is a really good start, but you need to think about which forums and which link sites will be best for you.
We are struggling with this at BizFace, despite the fact I have a background in IT marketing (although there is an element of you never do well what you are really good at for your own business - I must make the time to write my marketing plan).
We are trying some traditional advertising as well, but I am not convinced that works well for the Internet - would be intereted to hear what others say.
My main tip is about content - it must be good, interesting and new, to keep people coming back. Also, and I know probably everyone knows this but I have seen sites that don't do it - have some thing they cannot get unless they are registered, like white papers.
I think before advertising your website, you should understand what OUTPUT you want from your website and then advertise it on such places where it should give a desired output.
For example, I advertise my website www.smartpixels.net more on forums because from forums I can get more customers who will see my work, and It is really helping me a lot and giving me the desired output as more and more people are contacting me to get their help done.
First step should always be to analyze what result you want to get from your website then take steps in that direction, otherwise you will always keep advertising your website and no one will take interest in it.