Forum marketing is an excellent way to network with others and build relationships. I enjoy reading and sharing with like minded people what is working for them as well as for me.By doing this, our businesses can grow.
I also agree with what the one person said that its important to have a good sig file so that people will be incilned to click on your link. For example, if you are in MLM, you can have a link that says, "Click here to see the picture of me reading the free ebook that saved by MLM career."
So, yes, keep participating in forums.