The most important thing to gain higher search engine rankings (after you have optimized your website) is to get lots and lots of good quality backlinks. Its not easy to get good backlinks though. To start with link building process you would require to submit your website to 100s of search engines and directories.
While submitting to directories you should always take care to select the directories (or categories in those directories) that are most relevant to your website content. Search engines like back-links from similar themed websites.
If you have time and patience the best thing is to submit your website to the search engines and directories manually. Otherwise there are many websites that do the job of directory submission and help you to submit your website to 100s of search engines and directories. These people usually have two options
1. Free : to submit to few search engines and directories
2. Paid : to submit to larger number of search engines and free and paid directories.
Once you have done this, you can try link exchange programs and PPC campaigns to increase your links.