There are many places that you can use for link-building, but the overall best is to write good content. Scattering good content in many different locations on the web will help you get noticed. But don't make duplicate content, that kind of noticing will hurt your rankings and income potential. Here are some good sites where you can write articles for links:
Recommended Free Blog Sites
Weebly.com - This site is really easy to start up. There is no verification of addresses and you can enter any email to create an account. I like it for the mere simplicity of setting up a blog. The modular approach to building a page is really nice and easy to undo if you screw up placement. I highly recommend this site.
Blogger.com - I would be remiss if I didn't mention this. It is somewhat labrythian to set it up, but I have found that my sites that have 10 blog entries seem to get page rank quicker than sites than equivalent Wordpress sites. It is a mystery to me...
Wordpress.com - I have a domain that I own that has a blog with several pages and I am comfortable with this blog format. There is a lot of flexibility in how you make the blog look and there are plug-ins to help with various technical details like tracking traffic, automatic tweeting, meta tags, etc. I also have a free wordpress.com site that I use, however, the options are fewer on how you can do things. I find that this site is not ranking very well, too.
Amplify.com - This site is good for writing short blogs that have more content than a Tweet. It allows more characters and if you have something short to say, it is a good vehicle for that format. You can also create a blog post list for you main blog. Another format that is something like this is SheToldMe.com, but the advantage of this format is that you can get revenue from Google Adsense as well.
Posterous.com - I have used Posterous from the beginning because of the ability to send email posts to it. Recently, however, Blogger has added this feature. I still recommend posterous, however for quick posts and have another site for comments in niche areas of your main blog.
If anyone has other recommendations, I would like to hear what you have to say in a comment.