We had another thread some where a couple of weeks back that we had some comments on - some where on the forum about
internal link building - but another link building exercise that I have seen a hell of a lot of from a certain Spanish property website (not the forum!) is purchasing dozens of domain names, setting them up on different hosts with different IPs and link building for one domain.
In a way they are just link farms or scrapper sites as they have no real human revelance - but solely built in the aim of building back links to one domain name and doing it extremely fast.
The problem being is that there is only so much that you can write on a day to day basis and these blogs / websites are repeating content from site to site, none of these blogs really accept any comments, I have tried to post a dozen or so comments or the space of a month or two and revisited them to see if any comments have been accepted and displayed - but nothing has been.
With links now becoming hard to come by, too many nofollow tag plug ins and link exchanging long long out the window, linking to yourself in this way may be one of the best ways to quickly link build for your domain / website.