As a start, you can go with Web 2.0s, article links, micro blogs and social bookmarks, they're the easiest to create yourself. Private blog network links cost considerably more (either if it's your own network, or you're just buying/renting the links), and for guest posts you have to do some research, and of course it depends on the other party too.
However, by all means you should pursue all types of backlinks, diversity is king (even a necessity) nowadays.