Here is another thing to remember or to check out. There are many forums out there that just deal with link exchanges. You can join the forum and do a search for links exchanges that are relevant to your site and also put your links out there for others to contact. Perhaps you could even find a way to ask for a one way link. It would be great to go to one of these forums and start a thread where each person that posts gives the person in front of them a one way link. See how long this thread gets - make it like a contest. Maybe we could do it here.
Great! Sometimes finding the right exchange can be difficult. If we spread the news around, there's a better chance that we might be able to find the right one. PR difference, same niche are usually the issues.