Don't be afraid to start out a site with just a few pages. You don't really have to start out with a huge site all at once. Search engine robots like to come back to sites that continually update so it just makes sense to roll out your site as you create it. One thing to keep in mind though, if you are exchanging links, don't expect webmasters to trade with you if your site has broken links or if there is nothing there content wise. You shouldn't have broken links regardless. Search engines aren't too receptive to links that go nowhere.

There a lot of things to keep in mind. Notice time and time again sites that are well done visually, but seem to care less about search engine optimization. You can't focus all your attention of the search engines, but it makes a big difference in the success of your site to keep them in mind as you go along creating content for your web site.