Yeah, being an active part of communities is a big key. Not link whoring in these communities, but just posting a lot (with things of intelligence/substance), and people will start clicking links in your profile/sig. Especially in communities actually involved with webcomics, wether it be individual comics (such as here) or blogs/news sites (comixpedia, websnark, etc.). I've found the latter helps you get attention from a lot of other comic creators, who may possibly link your comic on their own sites, etc. Of course, for that to really work, you've got to actually be interested in posting in such places too, or else it may seem (and would, in fact, be) a desperate attempt to get links (and of course, your comic should probably be good for this to take effect as well).
Then, of course, there's paying for ad space. I've not done it yet, myself, but I've heard evidence of this both helping a lot and being a complete waste. In this case, it probably mostly depends on choosing the site you want to advertise with, the comic (or other site) that would probably have readers likely to be interested in your comic as well.
