Your link profile is potentially the most powerful aspect of your SEO efforts, especially in the eyes of Google. Quality counts over quantity, but it is important to get a good list of well-balanced links pointing to your site. Diversification really is the key. Try not to concentrate all of your efforts on gaining links from one source, and similarly try not to gain them using a single method. A number of tactics should be avoided wherever possible because they either offer you no benefit whatsoever or your page may be penalized.
This article looks at the acquisition of links purely from an SEO standpoint and, aside from the really bad linking methods, if a link will provide good-quality, direct traffic then it is definitely still a good link and well worth considering. You will have to use your judgment on this, to a certain extent.