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Google shouldn't penalise you if that is legitimately your brand name, however the example that you have given looks very suspect. I've be very careful with focusing your link profile anchor text to just a small number of phrases, as it looks un natural.

It's better to come up with an awesome brand name/identity that consumers will love, then invest in the right areas online to succeed - that's the best way to go about it in the long run!

Claudio, What is your annual link building budget? From your concerns I would assume that Yahoo shouldn't be a priority of yours right now. Guest ousting on blogs should be your main focus, and then, once $300 is a smaller portion of your link budget, it may be worth adding it for completeness in the long run.

Soobum, If I were you I'd go after the search term with the highest traffic volume. Check google Adwords keyword tool to see which is higher. From your description of autocomplete, I would suggest you go after the plural. You won't lose too many positions in the serps for the non plural version, but you should see more traffic coming from the plural keyword. Try changing your title tag and h1 to reflect this, if it's something you want to go ahead with!

It's a toss up between the PRO toolset and the blogs, both main and the UGC blog (however I'm still waiting for my blog entry to be read, grrrr!)

There's no harm in getting the yahoo link if it's within your budget. It's certainly not a bad link to have! If its within budget, then it's something you should do! Edit: I should also add that yes, it will increase your number of unique c blocks, unique number of linking root domains, and it will add something to your overall link profile and DA, whether or not it becomes immediately noticeable though I cannot say.

Moz.com mods - do we have a new URL since the domain change? I can't seem to find the URL anywhere