Incoming links to your blog are important because they bring in visitors and can increase your search engine results.
Please, leave a comment to get a free link to your profile page. (See Why Profile Pages are Important.)
You may also request link exchanges at my other blogs. I don't do indiscriminate link exchanges, but I do accept many offers, especially if the blogs relate to my own. (Hint: when requesting link exchanges, it is often helpful to link to that blog first and then invite the other owner to recipricate. It makes the process a little easier. You can always delete the link if your offer is refused.)