DON'T: ping and create RSS feeds. That's is a really awful out-of-date way of getting your links indexed, which doesn't work these days at all.
In terms of time invested compared to % of links you end up getting indexed its a lose lose situation
DO: The most effective way to get your backlinks indexed is by building extra links to them (that can be links from social networks, communities, forums, other authoritative popular sites etc.)
That will not only get them indexed but it also adds extra authority and weight.