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If you are wanting to build links to your site, are all the links created equally? Can I link my page to any page or are there some that are better than others?
No, backlinks are all different, some may contain more link juice some may have less link juice while others may be even harmful to have as backlinks.
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its better to go for quality then quantity
A link is a link is a link. But not all links are worth having. Some are worth having more than others though. As Cristian pointed out, some links pass more link juice (Page Rank) to your site from that link such as links that are on a PR4 page or something. But some links might not pass any much juice at all, such as links that are on a PR0 page. Not that you can see what the PR is any more as Google have disabled showing what the PR of a page is now. But that's the basic premise of it and how some links are more valuable than others.
I don't think all posts are equal. Some of the posts have better length and some are in depth. So the links through such posts also have different level of demand on search queries. So you can see the value of links in the eyes of google would be lot different. As you can see that links usually weighted based on reputation. And googe pays enough attention for the same. I think based on that we can see how much it can be having merit for SEO.
As what the comments above said that all links are not created equal because there is the quality link and the bad link. Quality backlink is what you need to get your site a good ranking in the search engine. It is the backlink that you post on authority sites like the Gov and Edu that also includes popular sites like the Wiki pages. Bad backlinks are the links that you posted on obscure sites with a small traffic.