Improving Your Alexa Ranking
There are many reasons for wanting to improve your Alexa ranking. The main reason for improving your ranking is because Alexa's ranking system is a good measure of your traffic. So by wanting a better ranking it's also safe to say that you desire more traffic which most websites want. So, one of the best ways to improve your Alexa ranking is to do all the things necessary to generate more traffic (For example good content, SEO, social networking, and advertising).
If you're already doing all these things you might be wondering if there is anything else you can be doing. Well there is. Alexa generates its ranking off of the Alexa Toolbar internet community. So essentially, this is just a smaller sample of internet users. If you would like to improve your Alexa ranking faster than a normal website, cater to this community. How might you do that?
First you can download the Alexa Toolbar. By joining the Alexa community, you are contributing to your websites stats. Also recommend the Alexa Toolbar to your visitors. If they download the toolbar and they are repeat visitors, then this should improve your ranking.
Next, if you can publish content related to Alexa, website rankings, browser toolbars, SEO, website traffic, or any other topic that might attract the Alexa Toolbar community, then give it a try.
Lastly, check up on your ranking from time-to-time. Alexa queries may or may not be a metric, but searching Alexa for your rank helps remind you of your progress and will help keep you vigilant. You can also publish this ranking (going back to the publishing content related to the Alexa community).
If you think about how Google ranks websites, there is a lot of information out there on Google's algorithm, but the exact algorithm is constantly being tweaked and never published. Alexa ranks websites based on certain metrics and Alexa has the ability to tweak those metrics. According to Alexa, they rank a website based a combination of visitors and pageviews. These numbers can be easily inflated and Alexa would have to address sites giving unusual data. It is never a good idea to try to artificially inflate your rankings on Alexa or any other website. The penalties far outweigh the benefits.
So as is true for generating traffic, writing good content will go along way for your Alexa ranking. Write good content and cater to the Alexa Toolbar community and you will find yourself in Alexa's top million websites.