Link building through advertising is exceptionally costly, but it can bring in good returns if properly managed. Make sure as you buy links that you get the click-through rate from the seller for the past 6 months. You must get a lot of other statistics to review as well - make sure to avoid advertising in places where the seller doesn't have good information on click-through rates, visitors, etc. You will also have to work around re-direct scripts, links sent through ad networks etc. As long as you are up front and friendly, you will be able to have some success in this arena as long as you have the funding.