I own a successful SEO and web marketing company and also get this question a lot from clients. (Note the absence of a link to my own SEO business - this is not a sales pitch - this is advice from the experienced SEO heart you can apply - for free!).
My answer is always the same: do not buy links. Period.
- To get more online customers you have to be more visible online.
- To become more visible online you have to appeal to robots (and peripherally to humans) to get higher in search engine query returns.
- To get more inbound links you have to appeal to humans.
I am going to go a little bit against the grain here - inbound links are important - but not as important as they are cracked up to be. Yes, develop them, but don't sweat them.
Never purchase links and do not engage in reciprocal linking just to get links. It is not necessary to get your site in search engines if you do everything else right.
Why do I say this? My own websites are top performers across all major search engines. I have never exchanged nor purchased a single link. One of my sites has more than 5,000 quality inbound links and another less than 10. Both sites perform equally well.
I have seen time and again websites with few or no inbound links make it into the top 10 on Google in no time. Inbound links are a plus, but if you are counting on them to make or break your website, you are barking up the wrong SEO tree.
The key to a websites' success is to have robot- and human-friendly content and navigation.
That means starting with a good site directory structure, great content (keep it fresh and relevant), and of course, ongoing SEO work. You need a robots text, a site map for robots and another for humans. And it helps to authenticate your website with Google.
The bottom line is this: robots, by nature want to crawl your site. They perpetually seek new information and with or without inbound links they will find your website.
The real problem you should focus on is how will they process the information once they get there - will your site be thoroughly crawled or will robots run into errors, dead links, poor SEO?
Will robots be able to index your site? How will they categorize your site? This is very important to consider because WebAnts, robots that collect data and share it with other robots, will spread the news about your site faster than inbound links will. If they hate your site they tell other WebAnts not to bother with it.
It is the quality of the website itself that will get you better visibility and traffic. Inbound links might send some more robot and humans your way, but if they are disappointed in what they find, they are not coming back.

