Commenting on Blogs and Forums are the hot pick as you get backlinks but there are some cons of posting signature links as most links are nofollow and Google may ban your website for building links too fast.
From a blogger’s point of view, it is a great way to share your knowledge with others and create a listing of followers. From a reader’s point of view, you can access valuable information from someone’s experience and also, you can relate to others in many ways. For many, blogging has become an integral part of their life. Yet, it is not limited to bloggers and readers. People involved with SEO are equally active at blogs and forums.
Optimizers see potential in commenting on blogs and forums and hence, adding to the optimization of their own sites. The problem is that nowadays, most of the blogs and forums follow nofollow path. While it is a great idea to leave the URL in a comment, yet, you may not know if it is a dofollow or not and hence, the idea of using it may be null after all. Further most of the forums are moderated and those that are not moderated, are forced to start moderating as they get spammed heavily. So, even if you manage placing a link on their website today, soon they will start moderating and your link will be gone!
Here, what you can do is create your own blog and make it dofollow. This will ensure that when the blog is crawled by search engine spiders, your link will be followed. Yet, another point is that while your link may be a dofollow or nofollow, yet, you can not control the crawlers. They are free in their will and may do as they like. Still, a link that is not under nofollow will have a higher possibility of being crawled. So, you can vouch on it.
However, the dofollow links have their own short comings and hence, you need to be careful before incorporating them in the comments. The idea is to play fair, build links at slow pace, use different anchor texts and come clean as you would not want to get your site blacklisted or entitle a negative Google PR. Your goal must be getting good ranking by fair means. So, avoid anything that may see out of line or illicit. It will save you from many troubles.