Contacting people via PM here is one good way, and you should have a higher success rate that way. Be cordial and be sure to take a look at the webmasters site before contacting them.
The traditional method is to search the web for slots related sites and look for sites that are accepting link exchanges, and follow their instructions for making an exchange. This is a very long and arduous task, but can be valuable since you would be linking with well ranking websites.
You can also try link exchange sites like Link Metro where sites are organized by topic looking for exchanges. The process is handled through the site, making it much quicker than the traditional method. I would stay away from installing automated scripts however, as that could look unnatural to the search engines.