Exchanging links with websites that you think are good, have useful info, etc. is a reasonable approach. I would not try a link exchange with a site that is a free-for-all, disorganized, and so on, because you want your site associated with positive, value-added experience. Email the owner of the site, provide your links, and ask if they are willing to do an exchange. This approach will help make you contacts with other writers and web site owners, in addition to exchanging links.
You may also want to look for sites where the writers blog and possibly find a way to guest blog on their site. That will also get you some views.