Dispelling some Alexa rank myths
Illegal methods
There are tons of people claiming this and that to fake your Alexa ranking, including using things like FakeZilla (or something along those lines) which throws traffic via a proxy towards your domain or something. This is similar to the notion of getting a browser refresher that you install and then leave refreshing the same page on your site. Both of these aren't good and you could well find advertising networks such as Google Adsense blacklisting your account for artificially increasing your impressions (provided you have ads on that page, obviously). I can't comment on the effectiveness of these methods because I have a vested interest in avoiding the blacklist.
Alexa allows you to download a toolbar, from which it obtains it's traffic details. The problem with this is that the number of people who have the toolbar and browse your site is not proportional to the level of traffic you have. Therefore it's not uncommon to see 300,000 visitor p/day sites ranked above 3,000,000 p/day. Therefore to improve your ranking you want more people to visit your site with the Alexa toolbar.
Alexa Toolbar
It's toted as being spyware, it has no real use to you so there's no point you actually installing it as far as I'm concerned. If you feel this way, then your users will feel this way. It's not an attractive prospect.
So why bother trying to improve your Alexa ranking
It doesn't indicate your true traffic, many sources claim it can be easily gamed so why should you care what your ranking is?
Because too many important places care
Places like ReviewMe and TextLinkAds value your site on several defining factors and unfortunately, your Alexa ranking is one of the heaviest weighted aspects. You may have levels of traffic that you feel you could market, but if it's not reflected in your Alexa ranking then these bodies aren't going to give you a valuation that you would be happy with. Seopher.com has the same sort of problem, the rankings don't reflect the traffic.
Most common rumour to improve your rank
Regular readers will have noticed the Alexa traffic rank widget on the bottom right of each page because I was (semi) reliably informed that installing the widget would increase the reliability of the information reported to Alexa. I don't know whether this was thought because it prompts more people to click it, get the toolbar or whether it actually reports traffic stats back to Alexa themselves but it doesn't appear to have worked. My ranking hasn't actually done anything other than decrease since it was added to the site a couple of weeks ago.
The Widget doesn't help
Is what I'm saying, or at least it hasn't helped this site. It's quite the ugly thing to have on your site and conveys the wrong information if your rank isn't representative of your traffic.
Conclusion
I'm sure that there are ways to help your Alexa reflect your true traffic but this isn't one of them. You actually need 100% of your users to have the Alexa toolbar installed but I couldn't possibly recommend this action because I've heard it used too much with the term "spyware" for me to trust it. I shall keep investigating how to improve the situation.
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