You want to know the easiest way to go about this.
Step 1: Leave those link exchange sites alone
Step 2: Find sites related to your own
Step 3: Place a link on your site to their site
Step 4: Ask them for a link exchange and tell them you just added their link to your site.
Step 5: If you don't get a response withing one or two weeks, remove their link from your site and move on.
Its as simple as asking, you'll be surprised with the positive response you'll get, I've actually made link exchanges with some decent high traffic sites just because I asked and the webmasters liked my site as well.