Cat,
I've been providing all the mentioned services in your first post to my clients. How ever from my 3+ years of experience i would state
1. Social Bookmarking links are loved by G. yes, they appear almost instantly
2. Directory Submissions is a good old way (a little slow) of building links. Works the best if submitted into the correct category.
3. Article Submissions. I personally drive traffic to my affiliate sites through Article Marketing n article submissions. I love Ezinearticles.com its my main source of income now

. I hold a premium account on them.
4. Blogging n Blog commenting: Works like a charm. Helps you dominate the SERP's if posted on the related niche blogs.
5. Classified Ads : Good for promoting your offer in your city or state. Never used it though.
Above all you need patience with a new domain but an old domain will be loved by all SE's. So if u wanna make it big, grab an old domain.
MDSandB