The OP is asking about SEO. While social media may help to drive traffic, it will have no direct effect on SEO. Most social networks mark user-submitted links nofollow in accordance with Google's guidelines.
Reputable forums (such as this one) do likewise. In any case, forums are a place for discussion, not for link-dropping or self-promotion, and trying to use them in this way may well result in a ban.
Links which you can place yourself are regarded as all-but worthless by search engines, and placing links with the intention of manipulating search results is a violation of their guidelines which may lead to your site being penalised.