Links are important for any website, generally there are 2 sorts, "nofollow" links which are ok for people but google assumes they are paid for links and therefore places little or no importance to them, and "dofollow" links which tell google bots that it may well be a good organic link so the bots may follow it, obviously the higher the google page rank of the page the link is on the better for you, trouble is most people have links pages which really are of no interest and rarely ever rise above a page rank of 1, thats the lowest rank you can get butterfly if you have forgotten, 10 is the highest.
Another point is the amount of links leading out from that page, you could be at the bottom of 3,000 links and never be seen
There are many tools to check who is linking to your web site so here are a couple of them.
iwebtool back link checker is pretty crap but does occasionally throw up some interesting links, it gives the url of the page that your link is on and also the page rank of that page, I am assumming it bases its search on google databases so you could just as well use google webmaster tools.
Yahoo is a nice easy one to use, you can go to their site explorer and do your search from there, or just type in yahoo search bar "link:yourdomain.com" without the "", this will give you all the links that yahoo has to your web site, obviously it doesn't bother with page rank of incoming pages but does give you a direct url to where your link is, sometimes its easier to just click on the cache version so your link is highlighted so easier to find.
Online Domain Backlinks Checker is quite a nice one, breaks it down to how many links from each domain, also has sections for .com .net .org .mil .gov and that sort of stuff, looking at that one I can see we have a link from law.harvard.edu wonder what we done to deserve that
Back Link Watch is pretty good, supposedly it mainly works with yahoo and looking at the results for teakdoor I could believe that, ie it shows hundreds of link backs from metacafe but very few from youtube, unless youtube has banned me again, it also shows the page rank of the page the link is on, how many outward bound links there are on that page, the text associated with your link, and last but not least whether there is a "nofollow" command on your link back, ie metacafe is a nofollow site from the video description section, but, if you got some dirty sexy video which thousands of people are going to perve over your link will be seen by the perverts even if the bots are told to ignore it, although saying that there are thousands of search engines so the odds are a few must ignore the nofollow.
Just had a quick look through some of the inlinks to teakdoor, aboutus.org where you can put your website description in is also nofollow, that seems strange and makes it hardly worth the bother of even entering your website details there, that's the one where we have the ladyboy description so not really that relevant to the site anyway.