Probably on the main page or the first main 'content' page would be best I think. Most places will want to trade a main page for a main page. Some of the scripts will not let you link to a sub page or folder page.
Once you do that, follow all of the links that THEY list and list on them too. Then follow all the links THEY list etc, etc..
Pretty soon it will become viral and all the webmasters who are doing the same thing that you're doing will be adding you instead of you adding them.
You will be spidered rapidly and frequently. You will also get a fair amount of decent traffic from the clicks.
.