Amazon provides this nice page which summarizes the conventional wisdom for SEO.
The below section has a relatively unknown use - which is commenting on popular blogs (particularly those whose subject matter is relevant to your site) which allow you a site link. But your post has to be relevant to their blog - you are serving the community, not just yourself.
Added to this is a more useful point of writing regular articles which also contain your links - then posting these to article sites so other people can post your content for you. Content is king, afterall.
Amazon.com Associates Central: "Leverage links. Web sites that are linked to from lots of other sites are often deemed more popular and get a higher ranking in search results. However, more important than the number of links is the quality of those links. Contact owners of other Web sites that score highly for key phrases related to your content, and ask them if they will provide a link back to your site. Make sure, too, that the content on your own site is properly linked together. Crawlers will often start with your home page and then follow links from there to other areas of your site. Therefore, if you fail to provide working links to all your pages, some of your content may end up unindexed."
Visit my bookstore to buy some great Go Thunk Yourself(tm) self-help books.