Yeah, check for related sites/blog to your website and drop a comment. Make sure that it's a real comment and not just commenting to leave a link. Some of the commenting platform has a URL option, where in if you put a link it will directly be linked to the "name" you have entered/used. So, your name will be automatically hyperlinked.
Another way is to add a link on the body of your comment, though not all comment platform allows it. Just be sure you are not spamming, 'coz this will affect your site, especially now that Google always change their algorithm and want to kill spammers.
You can also do Guest Posting - this one is the best. High quality content is enough to start driving traffic to your site. Doing this more often, you can see the changes & improvement on your site.
Hope this helps