It's no SEO secret that inbound links to your site are an important part of any complete search engine positioning strategy. You've undoubtedly received numerous emails touting the benefits of exchanging links with other websites. Provided that the sites are related, reciprocal linking can definitely help you in your quest for higher rankings however, establishing quality non-reciprocal links to your website will provide added weight and many of the tactics used in developing these links have built-in relevancy.
There are two main advantages to non-reciprocal links as opposed to reciprocal links. The first is that these links will hold more weight, as they aren't reciprocated (the search engines can detect whether links are reciprocal). The second advantage is that they don't have to be monitored as closely as reciprocal links. With reciprocal links one has to be aware of unethical webmasters who will take links down or use other tactics to insure that the search engines don't see the links pages. You have to be aware of these events so that you can remove their links from your site if warranted however with non-reciprocal links you don't have to be as concerned as you're not linking to them.
These are far from the only benefits of non-reciprocal link building but they are two of the most beneficial for your site and for you as its webmaster. But how do you get something for nothing? Why would someone want to link to you in exchange for no links back? Keep in mind the acronym TANSTAAFL (There Ain't No Such Thing As A Free Lunch). In short, you're not going to get something for nothing but it's well worth the "something" you'll have to put in.