If you pay for backlinks, some of these will probably come from directory submissions. If you are doing it on your own, you will have to go and submit your website to different online directories. This strategy can work for or against you. You should be careful to submit to SEO friendly directory submission sites. Some examples of free directory submissions are as follows:
DMOZ
This directory is for an informational listing and wont allow promotional listings. That doesnt mean that its worth less to you. They also partner with other sites that will end up listing your site after about 2 months of propagation time. It is located here: http://www.dmoz.org/add.html .
Haaba.com
This directory listing offers direct links with no Javascript. They also claim a fast review and inclusion time. It is located here: http://www.haabaa.com/add-your-site.html .
Ezilon.com
This directory offers both free and paid listings. The backlog is six months for a free listing and there is no guarantee it will be listed. This is a regionally based directory. To expedite the process, you will have to pay for their services.
DEL.ICIO.US
This site is a great resource of people tagging and indexing different websites to build their own cloud lists or bookmark files. Make sure your website is included and add it to your own category list with all the appropriate indexes.