with fresh domain you should always be careful, no matter what kind of link building...try to build not more than 1000 backlinks a week for the firtst 1-2 months...
if you have an aged site, but just a little backlinks, do the same.
if you have 10k backlinks you can buy larger packages.
but you need diversification in you backlink profile. add bookmarks, web2.0 links and forum profile links....
after your site has a small to medium authority you should start building high pr links