Google says it’s a no-no to link with people by request.
Where does someone from Google say this?
Google’s webmaster guidelines say, “Have other relevant sites link to yours.” I don’t know how you could do that without making a request. The guidelines also say “Submit your site to relevant directories such as the Open Directory Project and Yahoo!, as well as to other industry-specific expert sites.”
The guidelines also say “Don’t participate in link schemes designed to increase your site’s ranking or PageRank. In particular, avoid links to web spammers or “bad neighborhoods” on the web, as your own ranking may be affected adversely by those links.”
Matt Cutts discusses link exchanges in a post on his blog here, and I suppose if you read his comments sideways then it might seem like you’re not supposed to ask for links, but that’s a big oversimplification of his point.