Social media like facebook is certainly important, but in my experience it's not as good as you'd think it is. The problem is updates move too fast - for instance, if someone's a fan of your page and also has a hundred or more friends (typical) then the chance that they miss your post in the noise of all their friend's updates is pretty high. And even if they see it, if they aren't ready or able to watch your video at that moment (i.e. they're at work or something) it'll be long gone later that day or the next.
A mailing list seems to be more useful simply because as busy as an in-box can be for most people it's less busy than their FB news feed. You can get better results from forums that are aligned in some way with the subject of your film. You'll get even better results though if you can get your film linked/posted on a popular blog which is aligned somehow with the subject/content of the film.
"Link wheels" and related SEO tactics are basically designed to game search engine results. I don't think they're worth the time for a filmmaker because search engines are frankly an extraordinarily poor way to reach an audience with your film. Search engines are designed so someone looking for something can find it, and the whole problem is that no one is looking for your film - yet. A well designed basic website with a good deal of relevant text content will show up in a search engine if someone is already searching for your film, so that's definitely useful. But you can't sit around hoping someone will search for it - you need to be proactive by finding the online communities that are likely to be interested in your film and reaching out to them. An important first step is deciding who that likely audience is - and if you're answer is "everyone" you're probably wrong.
