My personal link building strategy involves first getting links to the home page of a site. I believe it is important to build up the importance and pagerank of the homepage first so that it can distribute weight to the rest of the pages over time. At some point though, I begin my deep-linking strategy. This point in time fluctuates with each site, but basically when I feel I have decent ranks for the homepage keywords, it is time to concentrate on interior page ranking. At that point, I start seeking links that will point directly to an interior page - deep linking.
Which interior page do I target first? I look for the keyword phrases that have managed to accidentally rank in the top 100-200 and that I have not yet targetted. I will pick the most important phrase of that bunch and begin the deep linking process for the page that is centered most around that phrase. This way, I can get a much quicker boost for a term that is already on its way up the SERPs and will have to spend less time to get it to reach the top 10 or 20.
Continue with this deep-linking process for each successively important keyword phrase and over time, you will be getting users to your site from many different targetted terms.