This blog post from last October gives some very useful information about the types of links that Google likes to see on your website.
Using Google Webmaster tools is a great way to keep up to date with what links you have to your site. Some may have been created without you asking for a link so it is always worth keeping a check on who is linking to you and developing relationships with those sites and those audiences. It may well be that you have a target audience you were unaware of, and those are business opportunities worth pursuing.
Internal links are fantastic too for driving people to content areas within your site that may also be of interest, for promoting specific products or services to a wider audience, and can help the searchbots to index your site.