A WebmasterWorld thread has a nice discussion around the link building strategy of building up the pages that link to you.
When link building, you have the option to build links from 3rd party sites to your pages directly. Or you can build links to pages that are linking to you, in order to boost the power of the links that are already pointing to you.
This is a strategy some link builders use when it might be easier to get a webmaster to link to a 3rd party site versus directly linking to your site.
The pros are that it might be easier, you can use your link power to other sites and not just yours, you will benefit from the link building, plus it isn't a direct link so if Google catches it, it might not directly hurt you.
The cons are that the link building you do to a page you don't own can back fire. Competitors can get links on those pages, the webmaster can eventually drop the link or the page completely, or Google can figure out the pattern and penalize you. Finally, focusing on your own site is easier than focusing on all the 3rd party sites linking to you.
PlanetSEO at WebmasterWorld said if you are going to go about it this way, then "look for a page / site that has great content, links to you naturally, and where it looks like the webmaster of that site has never heard the term SEO."
Forum discussion at WebmasterWorld.
Image credit to ShutterStock for links.