Sharing Content
Do you offer a certain service or product? Find a website that is about the concept in general. All good websites need fresh and interesting content. Offer to write a few articles about what you know in exchange for being credited as the author, with a link back to your site.
Any website worth a grain of salt will strongly consider this as long as you're providing actual usable content. It shows you're a knowledgeable source to that similar audience and it defiantly helps to have a popular site within the same genre as your own linking back to you.

Link Exchanges
Find a site similar to yours, but not a competitor. Most sites do some form of link exchange, whether this is on their front page, or a separate links page. Links from a good site can send huge amounts of traffic your way and also help with search engine placement. Try, however, to avoid free for all link exchanges. Such exchanges can actually hurt your search engine rankings and bring in no useable traffic. This is actually a debatable subject as Google makes reference to the fact that adding your site to too many link directories (With a program such as Addweb for example) will hurt your ranking. However I know of people who maintain number one results on Google for several search phrases and use Addweb to do mass site submissions at least once every three months. It seems that if you are using submission programs as a supplement to good tactics, it can help you more than hurt you.

Forums
Forum advertising is one of the newest types of marketing out there and is presently being looked at quite intently. Corporate companies are jumping on the bandwagon, though many consumers are not yet overly knowledgeable about this new concept.
Traditionally, people have posted on a site in which they have interest and try to provide help in areas in which they are knowledgeable. They often include their site in a posting signature, as well as their profile in an attempt to self-promote.
Many companies are investigating forum penetration. Sure, you obviously love you own product, but what if a person with no bias loves it?
Forum penetration occurs when a person signs up and rapidly creates as many postings as possible, creating the illusion of a highly contributing user. Ideally, the user's personality is carefully crafted over a series of months, becoming a valued member of the community, someone who is both known and respected. Such a personality can freely advocate product X as being better than product Y. He is known; he is trusted. His words carry much more weight than that of the owner who has an obvious weighted interest.
Sometimes, forum penetration is even more subtle. Promoters ask questions about a product or site, get as many users involved as possible, and gently steer the conversation to where they want it to go.
This is a viable tactic, and will being increasingly important in the months to come. As more consumers become aware of this type marketing, however, forum users will become increasingly sceptical.

Unfortunately there's no simple one step plan to begin marketing yourself online. If you start using these three methods however, you'll see yourself drawing tons of traffic in no time!