Among the possible link building methods which include article directories, blog commenting, social bookmarking/directory submission, and creating new blogs or websites; forum link building is a powerful over looked method. Forum link building is not just a set and forget put as many links to your website in your profile as you can. You've got to build links to your links. Article directories are good but you really want an article directory that offers profit sharing, requires unique content(so you can compete with people who submit to a bunch of different article directories) or has syndicated content which helps build links to your profile page, and has editorial control(in the hopes that google will manually boost the trust rank of the site and avoid possible nerfage). In addition, you'd like an easy to use interface and have their be high traffic to the directory so you get referral traffic and a higher probability of organic links.
There's not a lot of article directories that meet that criteria. Some you have to pay for like The Keyword Academy and you have to buy your own Wordpress Blog to take full advantage(so you can capitalize on all the people who want to submit articles to your directory). Like with The Keyword Academy you have to make it profit sharing by profiting off the articles on your own article site. And you have to be experienced to make back the monthly payments(although you do get a one dollar trial).
So when you've exhausted all the good article directories, forum link building is a good way to augment it. Forum referrals from related niche forums is my #2 source of traffic behind Google. You can have links from both your sig and profile page. You can also include deep links within posts. You can also link to other threads on the forum which contain your link boosting the link power of those links. In addition, many forums have social bookmarking buttons on the bottom of the page making boosting the link juice of those threads easy.
A lot of forums are also authority sites. So you can build threads targeting various keywords and rely on referral traffic. Forums also are a good source of new content featuring info from a lot of mavens in a niche. The only issue with forums is it being hard to get good anchor text but that's why we have article links.