It's easier on blogs. Just go to a blog about a topic similar to yours, and link to one of their posts or articles. Then post a well thought out comment on their blog under that post with your URL in your sig at the end of the comment.

Sometimes bloggers will list sites that quote one of their articles on their own. Even if they don't, you still have an outgoing link to your site in your sig. If you want the link to stay there, and not get deleted as spam, though, it needs to be well thought out.

There are also blog indexes/directories around that you can submit your URL to. Like submitting to a search engine, but much easier. As long as you have some content, and it's not adult or illegal, you should get listed.

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