Simply posting on a forum isn't going to help your PR unless your post contains a link a page on your website. Different forums have different policies about linking to your own site from within the body of your post. Some consider it unacceptable "self promotion" while on others, it's okay. Check each forum's TOS before you start dropping links in the body of your post.
Be aware on some forums, signatures links are blocked from the search engine spiders, and thus can't count in your favor. Even on forums where the signature links count with the search engines, it's considered bad form to post simply for the purpose of upping your inbound link count. Post to ask a reasonable question (such as the one that started this thread

) or to otherwise add something of value.
Directory links may or may not help. Many directories don't have all that much authority to pass along in the first place. A link from these low-value directories won't
hurt, but it won't do you much good, either. You can waste a lot of time submitting to directories and see very little benefit.
For interesting thoughts about effective link building, subscribe to our own moderator Debra's
Link Spiel blog.
Other places to look for links:
* Local search / local directories (not just directories in your area, but things like Citysearch, Google Maps, Yahoo Local, etc.)
* Chamber of Commerce - many have online member directories with links to members' sites. If yours does, join and get a nice link.
* Business and professional associations - ditto.
* Local newspapers - most have online versions, and if you work it right you might get a link when they run a story about you or your business. Or maybe even write an article or a regular column for them on some topic of interest related to your business; get your company name and a link in your byline.
* Complimentary businesses (not competitors) - for instance, you sell shoes, they sell socks. Links between your sites benefit your customers and theirs.
There are loads of other places to look for links once you start brainstorming. Hope this helps!
--Torka