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-- Don't start advertising that you're "selling" links. Keep the deals private and the details off your site.
-- The quality of the site you are linking to. I wouldn't link to sites using spam tactics or those promoting high spam areas (think online gambling).
-- The more related the site theme, the better, IMHO - as it would simply seem more natural under a hand review or when looking at the relations between the types of sites you are linking out to and who is linking back to you.
-- Keep an eye on the site and make sure the content doesn't radically change the week after you add its links or at any time in the future.
-- Make sure you are charging what your links are worth and getting a good deal for your site. The broker is acting as a middleman in this situation - so you may want to keep that in mind.
-- Don't get greedy and make your footer area a link brothel. Having 12 unrelated links pointing out to sites from your footer is a little easy to spot.
That said, if the site is related and clean, I don't see any problem in going for it.