This all goes back to the totally outdated notion that "every link is a good link." At one time that was true, but those times disappeared long before Penguin started to penalize sites for links from too many unrelated sites. For a few years prior to Penguin, an unrelated link or link from a crappy directory did not penalize a site, but it didn't help it either. It was simply ignored by Google. But in the post-Penguin world, those same links will bite you in the ass and do serious harm to your site's rankings.
An occasional link from a related thread in a related directory to a related article can help. But signature links from unrelated forums at best will not harm a site and may drive some traffic, but if you do too many of those, the big G eventually will bite you. Google has already threatened that a very large and controversial Penguin update is coming. That means millions more sites are going to get wacked by Google for poor quality link building. You have been warned.
"Democracy is two wolves and a lamb voting on what to have for lunch. Liberty is a well-armed lamb contesting the vote." -- Benjamin Franklin