Many spammers use throw away domains. They buy a new domain, use some black hat SEO techniques, make money, and then once it is banned by google, throw away the domain and repeat the whole process.

Most SEO now strongly believe that the search engines factor in the age of domains. The older the domain, the better it is. These old sites in a way "stand the test of time" which merits more trust from the search engines.

A good linking strategy no only uses a lot of links from old domains, but also get links from new domains. Remember, the more natural the link building is, the better.

If you are starting a new domain, the best would be to get links from a couple of high PR, and established sites. One that has been existing for more than 2 years. That would easily have you crawled and indexed by the search engines, then gradually use the mixed linking strategy of old and new.