The fact is, forums have practically no value at all as far as backlinks go. Neither do blogs. The latest algorithm filters have made it so that you actually need to work to get rankings and business. Gone are the days of the automated link building machines. They are gimmicks; they were gimmicks; they will always be gimmicks.
Forums are places to interact with people of like mind and to gain mutual respect. If it is a forum related to a product that you sell, after you have an established and trusted presence, a signature link is all you should be providing. Those who trust you and are interested in your service/products will click your link from the signature line.
There are, indeed, times when a link should be in a forum post. In those cases, they should be provided as a very specific reference to a question that has been asked. If it is something you have written or are affiliated with, you should disclose your relationship with that link for all to see and judge (and moderate, if necessary).
Nowadays, if you want links, you should be getting them either via quality guest blogging on highly related websites or letting them happen naturally from interactions in social media. Every day, manipulating the search engines gets harder and harder. To survive now and forever in the future, start treating you website like a real business and market it accordingly. That never gets penalized!