I have a few websites, and have found it hard to build links.

There aren't any on-topic websites which relate to my website very much...therefore I've had to do a basic link exchange which has created some links but not enough.

My other options are to start blogs and put links on them or start free-space type web pages and put links there.....forums also an option although more difficult to build links due to anti-spam issues.

Anyone got any ideas on this?

Start building that industry on your site with blog, forum and stuff like that and people will come, more website will be build and you will be credited in future :)

or you can write articles on related websites to get links, buy links, spread your RSS feed if you have it, build a blog and promote it, join some communities on this topic, im sure you can find something to get more links.

I'm in similiar situation also :).

what's the deal with buying links? Is there anywhere cheap I can buy links?

Also, what do you think about putting the URL in your signature for forums? Therefore posting replies to topics, and your sig. has your WWW domain in it...does this work?

I don't buy links usually so i can't give any advice on that. You can follow some blogs about link building and buying, like linkbuildingblog.com or jimboykin.com, there is also big list of link building resources at textlinkbrokers.com/wiki/Main_Page.

Forums links have some weight also, but i think you will need more then that.