The strength of the Web is the links BOTH within and between sites. When you think about getting people to your site think about other places that qualified visitors to your site might visit. Then see if you can get a link from those sites to yours. Paid links are a form of advertising. You're going to a site that's drawing people you want to reach, and because they're delivering the audience, they will charge you for a way to reach that audience.
Ads normally incorporate links.
Generally paid links, including those from ads, are not reciprocal. Free links, on the other hand, generally are reciprocal. Think about people who might logically refer you. Think about other businesses that are part of the process that your customer or client uses to solve a problem. A real estate site, for example, might include links to home improvement companies, and have links from title companies.