Don’t forget to regularly check your web server logs. This is how I discovered people were linking to me. Check your referral listings to see how people found your site — invaluable information. This stuff can help you optimize your site, see what search engines are finding you, what your most popular (and unpopular) content is, even what keywords were used on search engines to find you.
If your web host or blog host doesn’t provide this information for you, then you need a new provider.