Comment on other blogs in your niche. If your comments are thoughtful and interesting, people will click through to your blog.
Volunteer guest posts on other bloggers' blogs. Make sure they're useful, intelligent and interesting posts (without a whole lot of self-promotion). You'll get some nice publicity, exposure to a whole new audience and a link back to your blog.
If you become an active and valuable member in the blogsphere, other bloggers may include your link in their blogroll. Their readers may click through from there and find your blog.
Include a link to your blog in your forum signature. If your forum comments and questions are thoughtful and interesting (and they're interested in the subject of your blog), people will click through.
Join various social networking groups (Twitter, Stumbleupon, Mixx, etc.) and include a link to your blog in your profile. Become an active member of these sites -- not just submitting your own stuff, but submitting and voting up/down on other people's stuff, too. As you become an active and valuable member of the community, people will visit your profile and from there may find their way to your blog.
Read and subscribe to ProBlogger.net. Darren offers all kinds of other suggestions on how to make your blog more successful.