Find a businesses website that has some relevance to yours. Contact the webmaster and offer to write an article. The article sould be at least 500 words long - preferably 800+. It should be good quality content.
Instead of linking "at the bottom", ensure that you are using some of the appropriate text in the article as "anchor text". This way, you will get a relevant link back rather than "Mark Clayson runs a website at www.blah_blah.com". You can also ask for your normal details to be added.
The 125x125 box is great - good advertising for direct visitor traffic. But it is better, for
SEO to have a relevant text link. Better to have BOTH.
Oh ... don't forget to ensure that the link is not "no followed"