I believe that there are methods that will allow you to easily bring an Alexa ranking in the millions down to the 100,000 level. However, bringing it past the 10,000 or 1,000 mark is a considerably more difficult process, because of the stiff competition among websites.
Some have adamantly stated that there are no proven ways to game Alexa, while others have claimed that auto-surfs and scripts do work to some degree.
I’m not going to take any sides because I can’t guarantee that auto-surfs or other artificial methods will have similar effects for every blog.
The easiest way to know if any of the tips mentioned below really work is to actually try them for yourselves and monitor the results.