Links have always been important in SEO; however, they are not what they used to be. In the past, you could buy links or establish links to a plethora of websites regardless if they were trustworthy sites. Google noticed that some SEO specialists were doing and quickly put a stop to this.
More links does not necessarily lead to higher search rankings. Nowadays, Google cares more about the quality of the links. In other words, go for quality instead of quantity. Think of link building more as relationship building. Would you want to associate with someone who is untrustworthy?