You've got a choice – you can go for 'easy' or 'effective' – but not both. Any links that are easy for you to get are easy for the millions of other people out there promoting their websites to get as well, and so are pretty much worthless. Blog commenting, forum posting and directory submission – as we have discussed many, many times in this forum – are of near enough zero value to SEO. Links in user-generated content are usually "nofollow", at least on reputable sites – if they are not then they will either be heavily policed so that no self-promotion is allowed (as is the case here), or there will be so many thousands of outbound links that adding one more will be like putting a candle on the sun – it just won't get seen.
The only way to get worthwhile links is to start with worthwhile content. Give other websites a reason to link to your site – ie, because they think your content will be useful or interesting to their readers. Find pages where a link to your site would be relevant and would benefit the page's readers, and ask the website author to add a link. You won't always get one, but when you do then the odds are that it will be worth more in Google's eyes than a thousand blog comments and forum posts.
^ What he said. The best links are the ones that you don't create. If you can get other people to share your content for you then that shows to Google that your site is popular, interesting and worthwhile.
WRONG! Google does not prefer links from .edu or .gov websites. The reason that those sites often rank highly is because they are high quality sites with good authority. A site with the same quality on any TLD would do just as well ... and conversely a .gov or .edu site that is not up to the same standard is not worth anything more to Google than any other cowboy site out there. In particular, any .gov or .edu site that accepts your spam is not going to be considered a reputable site, any more than any other site that accepts your spam.