Adding a list of useful web sites and be a quick and easy way of generating a content rich page that will be useful to visitors, but that should also rank well in the search engines if the sites are appropriate and the descriptions you enter for the sites make use of your chosen keywords and phrases.
If the site you are creating relates to a certain product category, e.g. children's toys, why not include a list of appropriate products. This could be a single page or it could be a collection of sub-pages with a main index page.
If your site relates to an industry that has various service providers why not create a page or several pages relating to the key players within the market place.