When building your site's authority on the web, you should always be striving to get links from sites that are in the same industry as you. Google tends to give more weight to links that are in the same industry, especially when the link is from a site that Google views as an authority (a Pagerank over 6).
Don't worry about only getting links from sites that are in your vertical, but if you have a choice between a link from a general blog and a blog that specializes in your industry, always go with the industry related site first!
When acquiring links from other sites, don't just have the link point to your homepage (http://www.example.com). Instead have them point to the content pages that you would like to have rank better in the search engines. By getting a link that points directly to a content page, you are showing the engines:
This site contains useful content
This exact content page is seen as important by someone else on the internet
The more links you get pointing to a specific content page, the more the search engines are going to believe that the content page is something special and should be ranked at the top of the results.