A while back I mentioned how a short lived forum demo lasted months in the SERPs. Another effect I’ve found with new sites is that the sites you use for dropping links will kick butt in the SERPs for a couple of weeks until the search engines fully index and propogate the results around the data centers.
A couple of weeks is no biggie and eventually you’ll pop out on top. The thing is, you drop the links from sites you know are indexed well because they’re going to help you and quickly.
So, I was amused to see, on a forum I frequent, that one site owner was requesting link exchanges and a site review for his Nintendo Wii site.