Have an interesting URL/username which makes people want to click it. Mine isn't particularly interesting but I haven't changed it because I want to keep all my current backlinks. If you're making a new one though, give it a name which makes people so intreagued they want to click it!
Literally ask people to follow you. This used to work really well (if you sent them a nice, not too obvious message) but tumblr have now got new spam measures in place meaning that even if you think you're sending loads of messages, they might not even get delivered so this is a waste of time on a large scale now. A couple a day is good though.
Submit quality pictures/videos/posts to popular tumblr blogs in your niche. If they're good, they'll post them and people do click the link back to your blog.
When reblogging, change the source to your URL and if it's a picture, set the click through link to your site. Changing the source gives you all the advantages of reblogging as opposed to saving and uploading (not pissing people off, having your link in the notes of people who've previously reblogged it) whilst also having the benefits of being the original uploader (when people reblog it from you, it'll say you're the source).
Get a nice theme, simple is usually good and make a nice logo. If you look at mine, I made a nice logo and used a theme which allows me to have big pictures which is important for my blog.
Mass follow people in hope of a follow back. I don't do this personally because I only follow blogs which I actually want to follow and post pictures I might want to reblog but I've tried it on other blogs and it works to an extent.
Use the queue feature. It means you don't have to spend nearly as long blogging and you can automate it to an extent.